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Cointegration
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ECONIS (ZBW)
51
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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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2
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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3
Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
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4
On factor analysis with long-range dependence
Rodríguez Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011817415
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5
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
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6
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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7
Essays in international macroeconomics and monetary policy
Chen, Qianying
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2011
Persistent link: https://www.econbiz.de/10008989566
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8
Three essays on challenges in international trade and finance
Lindenberg, Nannette
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2011
Persistent link: https://www.econbiz.de/10009554661
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9
Essays on money demand and monetary policy transmission in Europe
Rondorf, Ulrike
-
2011
Persistent link: https://www.econbiz.de/10009412188
Saved in:
10
Essays on statistical arbitrage
Krauss, Christopher
-
2016
Persistent link: https://www.econbiz.de/10011499659
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