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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"London School of Economics and Political Science"
~institution:"University of Exeter / Department of Economics"
~type_genre:"Non-commercial literature"
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Time series analysis
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Sibbertsen, Philipp
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Gottfried Wilhelm Leibniz Universität Hannover
London School of Economics and Political Science
University of Exeter / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
47
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ECONIS (ZBW)
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1
Essays on spurious long memory time series
Busch, Marie Theres
-
2018
Persistent link: https://www.econbiz.de/10012240530
Saved in:
2
Essays on testing for nonlinearity in time series : issues in nonlinear cointegration, structural breaks and changes in persistence
Grote, Claudia
-
2020
Persistent link: https://www.econbiz.de/10012244029
Saved in:
3
Essays on robust long memory inference
Will, Michael Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10012123519
Saved in:
4
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
5
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
6
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
7
Essays on long memory time series
Leschinski, Christian Hendrik
-
2016
Long memory, semiparametric estimation,
time
series
analysis
. - Langes Gedächtnis, semiparametrische Schätzung …
Persistent link: https://www.econbiz.de/10011559565
Saved in:
8
Modelling memory of economic and financial time series
Robinson, Peter M.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814614
Saved in:
9
A randomized procedure for choosing data transformation
Corradi, Valentina
;
Swanson, Norman R.
-
2001
Persistent link: https://www.econbiz.de/10001616579
Saved in:
10
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
-
2000
Persistent link: https://www.econbiz.de/10001542536
Saved in:
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