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isPartOf:"The econometrics journal"
~person:"Brown, Bryan W."
~person:"Grammig, Joachim"
~person:"Hafner, Christian M."
~person:"Karanasos, Menelaos"
~person:"Klüppelberg, Claudia"
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Brown, Bryan W.
Grammig, Joachim
Hafner, Christian M.
Karanasos, Menelaos
Klüppelberg, Claudia
Bauwens, Luc
2
Dellaportas, P.
2
Dēmos, Antōnēs A.
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Preminger, Arie
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The econometrics journal
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ECONIS (ZBW)
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1
Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
Saved in:
2
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Brown, Bryan W.
;
Hodgson, Douglas J.
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10003451746
Saved in:
3
Moments of the ARMA-EGARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
Saved in:
4
Testing for reducing to random walk in autogressive conditional heteroskedasticity models
Klüppelberg, Claudia
;
Maller, Ross A.
;
Vyver, Mark van de
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 387-416
Persistent link: https://www.econbiz.de/10001713307
Saved in:
5
Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim
;
Maurer, Kai-Oliver
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 16-38
Persistent link: https://www.econbiz.de/10001532205
Saved in:
6
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
Saved in:
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