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Results for Long memory

Publications & Outputs

  1. Modelling systems with a mixture of I (d) and I (0) variables using the fractionally co-integrated VAR model

    Yao, X., Izzeldin, M. & Li, Z., 1/08/2019, In: Economics Letters. 181, p. 160-163 4 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Long memory and changepoint models: a spectral classification procedure

    Norwood, B. & Killick, R. C., 31/03/2018, In: Statistics and Computing. 28, 2, p. 291-302 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

    Karanasos, M., Yfanti, S. & Karoglou, M., 05/2016, In: International Review of Financial Analysis. 45, p. 332-349 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. Habit and long memory in UK lottery sale

    McHale, I. & Peel, D., 10/2010, In: Economics Letters. 109, 1, p. 7-10 4 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. The dynamics of aggregate political popularity: evidence from eight countries

    Byers, J. D., Davidson, J. & Peel, D., 03/2000, In: Electoral Studies. 19, 1, p. 49-62 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review