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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The European journal of finance"
~person:"Chung, Ching-fan"
~type:"article"
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Capital income
Zeitreihenanalyse
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Chung, Ching-fan
Franses, Philip Hans
6
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of applied econometrics
The European journal of finance
Econometric theory
1
Economics letters
1
Special issue on new developments in time series econometrics
1
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ECONIS (ZBW)
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Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
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Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
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