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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 long memory time series
Leschinski, Christian Hendrik - 2016
, Zeitreihenanalyse …
Persistent link: https://www.econbiz.de/10011559565
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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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Essays on spurious long memory time series
Busch, Marie Theres - 2018
Persistent link: https://www.econbiz.de/10012240530
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Essays on robust long memory inference
Will, Michael Wolfgang - 2018
Persistent link: https://www.econbiz.de/10012123519
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Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness
Wegener, Christoph - 2016
Persistent link: https://www.econbiz.de/10011559570
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Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia - 2017
Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung
Persistent link: https://www.econbiz.de/10012123316
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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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From early warning systems to asset managers' behavior : evidence for mature and emerging markets
Beckmann, Daniela - 2008
Persistent link: https://www.econbiz.de/10012874866