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Essays on financial time series with a focus on high-frequency data
Becker, Janis - 2020
Persistent link: https://www.econbiz.de/10012225306
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Essays on fractional cointegration and seasonal long memory
Voges, Michelle - 2019
Persistent link: https://www.econbiz.de/10012144876
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Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele; Gefang, Deborah; Koop, Gary - 2011
Persistent link: https://www.econbiz.de/10009531109
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Co-movements in real effective exchange rates : evidence from the dynamic hierarchical factor mode
Nagayasu, Jun - 2013
Persistent link: https://www.econbiz.de/10010259016
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Forecasting with medium and large Bayesian VARs
Koop, Gary - 2011
Persistent link: https://www.econbiz.de/10009231257
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Time varying dimension models
Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2011
Persistent link: https://www.econbiz.de/10009231258
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A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; … - 2011
Persistent link: https://www.econbiz.de/10009231265
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Essays on spurious long memory time series
Busch, Marie Theres - 2018
Persistent link: https://www.econbiz.de/10012240530