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~institution:"Birkbeck College / Department of Economics"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~person:"Psaradakis, Zacharias G."
~subject:"Estimation theory"
~subject:"Schweden"
~subject:"Unit root test"
~type_genre:"Arbeitspapier"
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Psaradakis, Zacharias G.
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
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