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A multivariate test against sp...
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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:
2
Seasonality robust local whittle estimation
Wingert, Simon
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1489-1494
Persistent link: https://www.econbiz.de/10012315624
Saved in:
3
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
Saved in:
4
On the memory of products of long range dependent time series
Leschinski, Christian
- In:
Economics letters
153
(
2017
),
pp. 72-76
Persistent link: https://www.econbiz.de/10011810659
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5
Estimating the volatility of asset pricing factors
Becker, Janis
;
Leschinski, Christian
- In:
Journal of Forecasting
40
(
2020
)
2
,
pp. 269-278
Persistent link: https://www.econbiz.de/10012272989
Saved in:
6
Comparing predictive accuracy under long memory, with an application to valatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 180-228
Persistent link: https://www.econbiz.de/10012054436
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7
Time varying contagion in EMU government bond spreads
Leschinski, Christian
;
Bertram, Philip
- In:
Journal of financial stability
29
(
2017
),
pp. 72-91
Persistent link: https://www.econbiz.de/10011825580
Saved in:
8
Real Exchange Rates and Fundamentals in a new Markov‐STAR Model*
Bertram, Philip
;
Flock, Teresa
;
Ma, Jun
;
Sibbertsen, Philipp
- In:
Oxford Bulletin of Economics and Statistics
84
(
2021
)
2
,
pp. 356-379
Persistent link: https://www.econbiz.de/10012810442
Saved in:
9
Information criteria for nonlinear time series models
Rinke, Saskia
;
Sibbertsen, Philipp
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 325-341
Persistent link: https://www.econbiz.de/10011507539
Saved in:
10
The memory of stock return volatility : asset pricing implications
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Sibbertsen, …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012631778
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