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Tolver Jensen, Søren (contributor); … - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001709225

Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics

Barndorff-Nielsen, Ole E. (contributor); … - 2002 - [Elektronische Resource]

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Long memory ARCH models : specification and quasi-maximum likelihood estimation

Koulikov, Dmitri (contributor) - 2003 - [Elektronische Resource]

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Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas (contributor); Schornstein, Sascha (contributor) - 2003 - [Elektronische Ressource]

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Lux, Thomas (contributor) - 2003 - [Elektronische Ressource]

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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"

Lux, Thomas (contributor) - 2003 - [Elektronische Ressource]

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A minimal noise trader model with realistic time series properties

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Time series of count data : modelling and estimation

Jung, Robert (contributor); Kukuk, Martin (contributor); … - 2005

This paper compares various models for time series of counts which can account for discreetness, overdispersion and serial correlation. Besides observation- and parameter-driven models based upon corresponding conditional Poisson distributions, we also consider a dynamic ordered probit model as...

Persistent link: https://www.econbiz.de/10002817440

Sources of seasonal fractional integration in macroeconomic time series

Myhre Lildholt, Peter (contributor) - 2002 - [Elektronische Resource]

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Multivariate term structure models with level and heteroskedasticity effects

Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]

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