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subject:"USA"
~isPartOf:"Economics letters"
~person:"Ahmed, Rashad"
~person:"Ardia, David"
~person:"Sibbertsen, Philipp"
~subject:"Time series analysis"
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USA
Time series analysis
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3
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Zeitreihenanalyse
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Internationaler Finanzmarkt
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Ahmed, Rashad
Ardia, David
Sibbertsen, Philipp
Gupta, Rangan
4
Österholm, Pär
3
Balduzzi, Pierluigi
2
Cepni, Oguzhan
2
Chan, Joshua
2
Chang, Seong Yeon
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Economics letters
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle
Ahmed, Rashad
;
Aizenman, Joshua
;
Saadaoui, Jamel
; …
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506019
Saved in:
2
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
3
GARCH models for daily stock returns : impact of
estimation
frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
4
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
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