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~person:"Robinson, Peter M."
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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Robinson, Peter M.
Gil-Alaña, Luis A.
104
Caporale, Guglielmo Maria
100
Koopman, Siem Jan
41
McAleer, Michael
37
Pesaran, M. Hashem
28
Härdle, Wolfgang
25
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24
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14
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14
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Chang, Chia-Lin
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11
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10
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10
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ECONIS (ZBW)
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1
Diagnostic testing for cointegration
Robinson, Peter M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003535630
Saved in:
2
Multiple local whittle estimation in stationary systems
Robinson, Peter M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003563503
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3
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000994028
Saved in:
4
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
5
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
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