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type_genre:"Government document"
~subject:"Autocorrelation"
~subject:"Financial Integration"
~type_genre:"Book section"
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Serial correlation robust LM type test for a shift in trend
Yang, Jingjing
;
Vogelsang, Timothy J.
- In:
30th anniversary edition
,
(pp. 97-131)
.
2012
Persistent link: https://www.econbiz.de/10009711998
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Cross- and autocorrelation in multi-period credit portfolio models
Wagner, Christoph K. J.
- In:
Applied quantitative finance
,
(pp. 125-138)
.
2009
Persistent link: https://www.econbiz.de/10003746011
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Large and moderate deviations principles for infinite dimensional autoregressive processes
Mas, André
;
Menneteau, Ludovic
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2001
Persistent link: https://www.econbiz.de/10001577502
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