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person:"Swanson, Norman R."
~isPartOf:"Journal of banking & finance"
~person:"Herwartz, Helmut"
~person:"Liesenfeld, Roman"
~person:"Sibbertsen, Philipp"
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Time series analysis
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Swanson, Norman R.
Herwartz, Helmut
Liesenfeld, Roman
Sibbertsen, Philipp
Kirby, Chris
2
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Journal of banking & finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
41
Working papers / Rutgers University, Department of Economics
23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
Journal of econometrics
13
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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ECONIS (ZBW)
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1
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
2
Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp
;
Wegener, Christoph
;
Basse, Tobias
- In:
Journal of banking & finance
41
(
2014
),
pp. 109-118
Persistent link: https://www.econbiz.de/10010408487
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