FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4200283982> ?p ?o ?g. }

• W4200283982 endingPage "126871" @default.
• W4200283982 startingPage "126871" @default.
• W4200283982 abstract "The main objective of this paper is to analyze fluctuations of foreign currency exchange rates and to identify / describe the dependence structure in stochastic processes associated with the foreign exchange market. Specifically, the study focuses on the dependence relationship between two currencies and the stochastic process underlying them. A general novel methodology is introduced, and shown to work satisfactorily on a variety of problems analyzing the bivariate financial time series possibly possessing heavy tails. This methodology can be used as powerful tool to improve the prediction of exchange rate fluctuations, which is key decision taking in monetary and fiscal policy. In the wider spectrum it can help to predict financial crises. The results could also serve to explain why the Purchasing Power Parity theory does not always hold." @default.
• W4200283982 created "2021-12-31" @default.
• W4200283982 creator A5026712656 @default.
• W4200283982 creator A5030041421 @default.
• W4200283982 creator A5051031149 @default.
• W4200283982 creator A5066363076 @default.
• W4200283982 creator A5076719907 @default.
• W4200283982 creator A5083595857 @default.
• W4200283982 creator A5090080468 @default.
• W4200283982 date "2022-05-01" @default.
• W4200283982 modified "2023-10-18" @default.
• W4200283982 title "Long memory estimation in a non-Gaussian bivariate process" @default.
• W4200283982 cites W1555070397 @default.
• W4200283982 cites W1636828051 @default.
• W4200283982 cites W1995565517 @default.
• W4200283982 cites W2031403448 @default.
• W4200283982 cites W2040827478 @default.
• W4200283982 cites W2144681067 @default.
• W4200283982 cites W2282382832 @default.
• W4200283982 cites W2789564393 @default.
• W4200283982 cites W2987928114 @default.
• W4200283982 cites W3041315712 @default.
• W4200283982 cites W3121531759 @default.
• W4200283982 doi "https://doi.org/10.1016/j.amc.2021.126871" @default.
• W4200283982 hasPublicationYear "2022" @default.
• W4200283982 type Work @default.
• W4200283982 citedByCount "1" @default.
• W4200283982 crossrefType "journal-article" @default.
• W4200283982 hasAuthorship W4200283982A5026712656 @default.
• W4200283982 hasAuthorship W4200283982A5030041421 @default.
• W4200283982 hasAuthorship W4200283982A5051031149 @default.
• W4200283982 hasAuthorship W4200283982A5066363076 @default.
• W4200283982 hasAuthorship W4200283982A5076719907 @default.
• W4200283982 hasAuthorship W4200283982A5083595857 @default.
• W4200283982 hasAuthorship W4200283982A5090080468 @default.
• W4200283982 hasBestOaLocation W42002839821 @default.
• W4200283982 hasConcept C10138342 @default.
• W4200283982 hasConcept C105795698 @default.
• W4200283982 hasConcept C109888216 @default.
• W4200283982 hasConcept C119857082 @default.
• W4200283982 hasConcept C136197465 @default.
• W4200283982 hasConcept C139719470 @default.
• W4200283982 hasConcept C141121606 @default.
• W4200283982 hasConcept C143724316 @default.
• W4200283982 hasConcept C149782125 @default.
• W4200283982 hasConcept C151730666 @default.
• W4200283982 hasConcept C154945302 @default.
• W4200283982 hasConcept C162324750 @default.
• W4200283982 hasConcept C168110828 @default.
• W4200283982 hasConcept C2776988154 @default.
• W4200283982 hasConcept C2983132609 @default.
• W4200283982 hasConcept C33923547 @default.
• W4200283982 hasConcept C41008148 @default.
• W4200283982 hasConcept C536366893 @default.
• W4200283982 hasConcept C556758197 @default.
• W4200283982 hasConcept C64341305 @default.
• W4200283982 hasConcept C76155785 @default.
• W4200283982 hasConcept C8272713 @default.
• W4200283982 hasConcept C86803240 @default.
• W4200283982 hasConceptScore W4200283982C10138342 @default.
• W4200283982 hasConceptScore W4200283982C105795698 @default.
• W4200283982 hasConceptScore W4200283982C109888216 @default.
• W4200283982 hasConceptScore W4200283982C119857082 @default.
• W4200283982 hasConceptScore W4200283982C136197465 @default.
• W4200283982 hasConceptScore W4200283982C139719470 @default.
• W4200283982 hasConceptScore W4200283982C141121606 @default.
• W4200283982 hasConceptScore W4200283982C143724316 @default.
• W4200283982 hasConceptScore W4200283982C149782125 @default.
• W4200283982 hasConceptScore W4200283982C151730666 @default.
• W4200283982 hasConceptScore W4200283982C154945302 @default.
• W4200283982 hasConceptScore W4200283982C162324750 @default.
• W4200283982 hasConceptScore W4200283982C168110828 @default.
• W4200283982 hasConceptScore W4200283982C2776988154 @default.
• W4200283982 hasConceptScore W4200283982C2983132609 @default.
• W4200283982 hasConceptScore W4200283982C33923547 @default.
• W4200283982 hasConceptScore W4200283982C41008148 @default.
• W4200283982 hasConceptScore W4200283982C536366893 @default.
• W4200283982 hasConceptScore W4200283982C556758197 @default.
• W4200283982 hasConceptScore W4200283982C64341305 @default.
• W4200283982 hasConceptScore W4200283982C76155785 @default.
• W4200283982 hasConceptScore W4200283982C8272713 @default.
• W4200283982 hasConceptScore W4200283982C86803240 @default.
• W4200283982 hasFunder F4320323251 @default.
• W4200283982 hasFunder F4320338073 @default.
• W4200283982 hasLocation W42002839821 @default.
• W4200283982 hasLocation W42002839822 @default.
• W4200283982 hasLocation W42002839823 @default.
• W4200283982 hasOpenAccess W4200283982 @default.
• W4200283982 hasPrimaryLocation W42002839821 @default.
• W4200283982 hasRelatedWork W1502838439 @default.
• W4200283982 hasRelatedWork W2135733536 @default.
• W4200283982 hasRelatedWork W2562141402 @default.
• W4200283982 hasRelatedWork W2916737790 @default.
• W4200283982 hasRelatedWork W393398260 @default.
• W4200283982 hasRelatedWork W404327971 @default.
• W4200283982 hasRelatedWork W4318433428 @default.
• W4200283982 hasRelatedWork W4320902972 @default.
• W4200283982 hasRelatedWork W4380144930 @default.

• next