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~isPartOf:"Journal of econometrics"
~isPartOf:"SFB 373 Discussion Paper"
~person:"Chen, Fei"
~person:"Christensen, Bent Jesper"
~person:"Mavroeidis, Sophocles"
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Long memory
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3
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Chen, Fei
Christensen, Bent Jesper
Mavroeidis, Sophocles
Gil-Alaña, Luis A.
12
Asai, Manabu
3
McAleer, Michael
3
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Journal of econometrics
SFB 373 Discussion Paper
CREATES Research Papers
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ECONIS (ZBW)
3
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1
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Saved in:
2
Learning can generate long
memory
Chevillon, Guillaume
;
Mavroeidis, Sophocles
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011818365
Saved in:
3
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
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