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A chaos analysis for Greek and Turkish equity markets
10 references·0 citing·41 second hop
A chaos analysis for Greek and Turkish equity markets (2010)A chaos analysis for Greek and Turkish eq…The Long Memory of the Efficient Market (2004)The Long Memory of the Effici…An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)An Introduction to Wavelets a…Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator (2001)Estimating the Fractional Ord…Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator (2001)Estimating the Fractional Ord…Wavelet estimation of a local long memory parameter (2000)Wavelet estimation of a local…An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (2000)An alternative maximum likeli…Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter (1999)Using wavelets to obtain a co…Deterministic nonlinearity in the stock returns of major European equity markets and the United States (1998)Deterministic nonlinearity in…Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 (1997)Uncovering Nonlinear Structur…Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chaos and Nonlinear Dynamics:…Fractional Brownian Motions, Fractional Noises and Applications (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Institutional Investors and Stock Market Volatility (2006)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)How Markets Slowly Digest Changes in Supply and Demand (2009)The Econometrics of Financial Markets (2012)Nonlinear Dynamics and Stock Returns (1989)Efficient Capital Markets: II (1991)A test for independence based on the correlation dimension (1996)Entropy and predictability of stock market returns (2002)The use of data mining and neural networks for forecasting stock market returns (2005)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Extreme Values, Regular Variation and Point Processes (1987)A long memory property of stock market returns and a new model (1993)Wavelets in Economics and Finance: Past and Future (2002)Long memory in energy futures prices (2007)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Statistics for Long-Memory Processes. (1996)Wavelet analysis of long-range-dependent traffic (1998)Studying the Time Scale Dependence of Environmental Variables Predictability Using Fractal Analysis (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Trends and random walks in macroeconmic time series (1982)A Theory of the Term Structure of Interest Rates (1985)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Wavelet-based prediction of oil prices (2005)Persistence in per capita energy consumption: A fractional integration approach with a Fourier function (2020)Long-Term Memory in Stock Market Prices (1991)A search for long‐range dependence and chaotic structure in Indian stock market (2011)Using wavelets to decompose the time–frequency effects of monetary policy (2008)International comovement of stock market returns: A wavelet analysis (2009)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)An Intuitive Guide to Wavelets for Economists (2005)Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (2005)Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey (2009)A fractionally cointegrated VAR analysis of economic voting and political support (2014)
this work references cited by second hop

References

  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,078 cited
  • 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
  • 2004The Long Memory of the Efficient Market365 cited
  • 1997Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100187 cited
  • 1999Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter156 cited
  • 2000An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets116 cited
  • 2001Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator89 cited
  • 2000Wavelet estimation of a local long memory parameter69 cited
  • 2001Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator36 cited
  • 1998Deterministic nonlinearity in the stock returns of major European equity markets and the United States19 cited

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