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source:"econis"
~person:"Robinson, Peter M."
~subject:"Financial market"
~subject:"Volatilität"
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Time series analysis
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Robinson, Peter M.
Caporale, Guglielmo Maria
59
McAleer, Michael
54
Koopman, Siem Jan
46
Gil-Alaña, Luis A.
43
Härdle, Wolfgang
39
Lux, Thomas
37
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31
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30
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28
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24
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22
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21
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20
Todorov, Viktor
20
Chan, Joshua
19
Diebold, Francis X.
19
Dijk, Dick van
19
Teräsvirta, Timo
19
Bauwens, Luc
18
Chang, Chia-Lin
18
Sibbertsen, Philipp
18
Asai, Manabu
17
Rodriguez, Gabriel
17
Caporin, Massimiliano
16
Hallin, Marc
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Kim, Donggyu
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Patton, Andrew J.
16
Taylor, Robert
16
Hansen, Peter Reinhard
15
Li, Jia
15
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14
Engle, Robert F.
14
Hounyo, Ulrich
14
Plastun, Alex
14
Baruník, Jozef
13
Blasques, Francisco
13
Bos, Charles S.
13
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ECONIS (ZBW)
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Finite sample performance in cointegration analysis of nonlinear time series with long memory
Gonçalves da Silva, Afonso
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003327199
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2
Finite sample performance in cointegration analysis of nonlinear time series with long memory
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 268-297
Persistent link: https://www.econbiz.de/10003761229
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3
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
4
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
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