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person:"Kapetanios, George"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of empirical finance"
~subject:"Structural break"
~subject:"Zeitreihenanalyse"
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Structural break
Zeitreihenanalyse
Time series analysis
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Kapetanios, George
Harvey, Andrew C.
20
Pesaran, M. Hashem
13
Linton, Oliver
9
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4
Pick, Andreas
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Thiele, Stephen
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Cambridge working papers in economics
Journal of empirical finance
Working paper
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
2
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
3
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
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