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Time series analysis
Long memory
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Zeitreihenanalyse
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Beta
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Beta risk
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Betafaktor
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CAPM
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Capital income
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Changing persistence
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Sibbertsen, Philipp
2
Basse, Tobias
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Becker, Janis
1
Hollstein, Fabian
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Prokopczuk, Marcel
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Wegener, Christoph
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Empirical Economics
Journal of banking & finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
Economics letters
5
CREATES Research Paper
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CREATES research paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Akademische Abhandlungen zur Mathematik
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Applied economics letters
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International financial markets
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Journal of applied econometrics
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Journal of risk and financial management : JRFM
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Open economies review
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Quantitative finance and economics
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Recent advances in estimating nonlinear models : with applications in economics and finance
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Statistik in Deutschland : 100 Jahre Deutsche Statistische Gesellschaft
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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ECONIS (ZBW)
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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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