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Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.; Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10000345713
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Exports and indirect hedging of foreign currency risk
Broll, Udo; Eckwert, Bernhard - 1997
Persistent link: https://www.econbiz.de/10000633895
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Exchange rate volatility and hedging : the multiperiod case
Broll, Udo; Wahl, Jack E.; Zilcha, Itzhak - 1997
Persistent link: https://www.econbiz.de/10000633896
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Relative Stärke als Entscheidungskriterium auf Futures-Märkten
Borchers, Björn - 2015 - 1. Auflage
Persistent link: https://www.econbiz.de/10011440446
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
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General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593484
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Testing for drift in a time series
Busetti, Fabio (contributor); Harvey, Andrew C. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715100
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How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
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Model-independent detrending for determining the cyclical properties of macroeconomic time series
Hillinger, Claude - 1992
Persistent link: https://www.econbiz.de/10013427948
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Tackling and understanding the small sample bias in ARFIMA models
Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10013427962