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~institution:"Federal Reserve System / Board of Governors"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Börsenkurs"
~subject:"Structural break"
~subject:"Zustandsraummodell"
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Cointegration tests in the presence of structural breaks
Campos, Julia
;
Ericsson, Neil R.
;
Hendry, David F.
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1993
Persistent link: https://www.econbiz.de/10000854458
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Essays on testing for nonlinearity in time series : issues in nonlinear cointegration, structural breaks and changes in persistence
Grote, Claudia
-
2020
Persistent link: https://www.econbiz.de/10012244029
Saved in:
3
Essays on financial time series with a focus on high-frequency data
Becker, Janis
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2020
Persistent link: https://www.econbiz.de/10012225306
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4
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
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