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~subject:"Welt"
~subject:"Zeitreihenanalyse"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Engle-Granger+test"
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Welt
Zeitreihenanalyse
Cointegration
51
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Andersson, Fredrik N. G.
1
Carlini, Federico
1
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Dräger, Lena
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1
Kleijn, Richard Hugo
1
Krauss, Christopher
1
Kuzin, Vladimir
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Leong, Wei Ruen
1
Lindenberg, Nannette
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1
Mercereau, Benoît
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Rodríguez Caballero, Carlos Vladimir
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Scheithauer, Jan
1
Sibbertsen, Philipp
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Voges, Michelle
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Gottfried Wilhelm Leibniz Universität Hannover
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ECONIS (ZBW)
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen
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2018
Persistent link: https://www.econbiz.de/10011994459
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2
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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3
Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
Saved in:
4
On factor analysis with long-range dependence
Rodríguez Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011817415
Saved in:
5
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
6
Three essays on challenges in international trade and finance
Lindenberg, Nannette
-
2011
Persistent link: https://www.econbiz.de/10009554661
Saved in:
7
Essays on Bayesian model averaging using economic time series
Kleijn, Richard Hugo
-
2016
Persistent link: https://www.econbiz.de/10011415305
Saved in:
8
Essays on statistical arbitrage
Krauss, Christopher
-
2016
Persistent link: https://www.econbiz.de/10011499659
Saved in:
9
Essays in international macroeconomics and econometrics
Zhang, Xuan
-
2014
Persistent link: https://www.econbiz.de/10010384427
Saved in:
10
On interest rate dynamics and change in persistence
Scheithauer, Jan
-
2008
Persistent link: https://www.econbiz.de/10003796790
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