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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~subject:"Theory"
~subject:"Volatility"
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Search: subject_exact:"Trendmodell"
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Cowles Foundation discussion paper
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ECONIS (ZBW)
239
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1
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
2
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
5
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
7
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
Saved in:
8
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
9
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
10
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
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