Zobrazeno 1 - 10
of 9 163
pro vyhledávání: '"Long-memory"'
Publikováno v:
Cogent Social Sciences, Vol 10, Iss 1 (2024)
AbstractThis article deals with the analysis of persistence in tourism in three European cities, namely, London, Manchester and Berlin. We consider hotel occupancy rate data with data beginning at October 1997 (in London), at March 2004 (in Berlin),
Externí odkaz:
https://doaj.org/article/70031003088d4fa8afa134deaafc4367
Autor:
Guglielmo Maria Caporale, Alex Plastun
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
AbstractDifferences in the behaviour of asset prices depending on data frequency have not been thoroughly investigated in the literature despite their possible importance. In particular, high-frequency data might contain more information about financ
Externí odkaz:
https://doaj.org/article/2ee761231df844d0b5b686a88081f164
Publikováno v:
AIMS Mathematics, Vol 9, Iss 6, Pp 16468-16485 (2024)
Long memory in test statistics can either originate from fractional integration or be spuriously induced by a short memory process with a structural break. This research estimated and detected long memory from the two causes by simulations and empiri
Externí odkaz:
https://doaj.org/article/5d577b40dfd7439b8566152095928a44
Publikováno v:
Jurnal Lebesgue, Vol 5, Iss 1, Pp 198-206 (2024)
The Autoregressive Fractionally Integrated Moving Average (ARFIMA) model is a development of the ARIMA model with the differencing values being fractional numbers. This study aims to model ARFIMA on rainfall activity data in the city of Medan w
Externí odkaz:
https://doaj.org/article/038f1fb7cc144dcfae1f21f88b650a99
Akademický článek
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Akademický článek
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Publikováno v:
Frontiers in Applied Mathematics and Statistics, Vol 10 (2024)
This study aimed to explore big-time series data on agricultural commodities with an autocorrelation model comprising long-term processes, seasonality, and the impact of exogenous variables. Among the agricultural commodities with a large amount of d
Externí odkaz:
https://doaj.org/article/cdde38329b7546b6b9c42d567a53890c
Autor:
İpek Yurttagüler
Publikováno v:
Ekonomi, Politika & Finans Araştırmaları Dergisi, Vol 9, Iss 1, Pp 123-139 (2024)
Son yıllarda, para piyasalarında ve bankacılık sektöründe yaşanan krizlerin etkisiyle merkezi para otoritelerine olan güven sarsılmış ve bu nedenle merkezi olmayan bir sistem arayışına girilmiştir. Bu vesile ile, 1998 yılında ilk kri
Externí odkaz:
https://doaj.org/article/6d74fae0828e462296e6d4851a5bf2a9
Autor:
Luis Alberiko Gil-Alana, Carlos Poza
Publikováno v:
Fractal and Fractional, Vol 8, Iss 11, p 650 (2024)
This article examines the seasonal patterns of retail sales in the G7 nations, a key component of private consumption. Using seasonal fractional integration, we assess whether shocks present a lasting or temporary effect on retail sales trends, consi
Externí odkaz:
https://doaj.org/article/c1d933b038084cb3b2a76bb25d607d21