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Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. (1998). Henry, Marc ; Robinson, Peter M..
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:2022.

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  1. Stock Returns and Long-range Dependence. (2022). Andoh, Richard ; Amoah-Darkwah, Emmanuel ; Ababio, Emmanuel Nkrumah ; Odonkor, Alexander Ayertey.
    In: Global Business Review.
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  2. TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION.. (2021). DIEBOLT, Claude ; Chikhi, Mohamed.
    In: Working Papers of BETA.
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  3. TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed.
    In: Working Papers.
    RePEc:afc:wpaper:09-21.

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  4. Does the Euro–Mediterranean Partnership contribute to regional integration?. (2020). Boubaker, Sabri ; ben Slimane, Faten ; Jouini, Jamel.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:42:y:2020:i:2:p:328-348.

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  5. Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors.. (2019). DIEBOLT, Claude ; Chikhi, Mohamed.
    In: Working Papers of BETA.
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  6. Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory. (2019). Chikhi, Mohamed ; BENDOB, ALI ; Siagh, Ahmed Ramzi.
    In: Eastern Journal of European Studies.
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  7. Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed.
    In: Working Papers.
    RePEc:afc:wpaper:03-19.

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  8. Volatility Modelling and Parametric Value-At-Risk Forecast Accuracy: Evidence from Metal Products. (2017). Mabrouk, Samir.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2017:p:63-80.

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  9. Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis. (2016). Charfeddine, Lanouar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:53:y:2016:i:c:p:354-374.

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  10. Germanys nuclear power plant closures and the integration of electricity markets in Europe. (2015). de Menezes, Lilian M ; Houllier, Melanie A.
    In: Energy Policy.
    RePEc:eee:enepol:v:85:y:2015:i:c:p:357-368.

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  11. True or Spurious Long Memory in Volatility : Further Evidence on the Energy Futures Markets. (2014). Lanouar, Charfeddine .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-503.

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  12. Where Does the Axe Fall? Inflation Dynamics and Poverty Rates: Regional and Sectoral Evidence for Ghana. (2012). Coleman, Simeon.
    In: World Development.
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  13. Purchasing Power Parity: The Irish Experience Re-visited. (2006). O'Brien, Edward ; Bond, Derek ; Harrison, Michael J..
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:tep200615.

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  14. Some Empirical Observations on the Forward Exchange Rate Anomaly. (2006). O'Brien, Edward ; Hession, Niall ; Bond, Derek ; Harrison, Michael J..
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:tep2006.

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  15. Some Empirical Observations on the Forward Exchange Rate Anomaly. (2006). O'Brien, Edward ; Bond, Derek ; OBrien, Edward J. ; Hession, Niall ; Harrison, Michael J.
    In: Research Technical Papers.
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  16. Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study. (2006). O'Brien, Edward ; Bond, Derek ; OBrien, Edward J. ; Harrison, Michael J.
    In: Research Technical Papers.
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  17. Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study. (2005). O'Brien, Edward ; Bond, Derek ; Harrison, Michael J..
    In: Trinity Economics Papers.
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  18. The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:99-08.

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  19. The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-059.

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