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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
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Time series analysis
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Sibbertsen, Philipp
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Dierkes, Maik
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Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
316
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
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International Monetary Fund (IMF)
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European University Institute / Department of Economics
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Department of Econometrics and Business Statistics, Monash Business School
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ECONIS (ZBW)
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1
Essays on spurious long memory time series
Busch, Marie Theres
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2018
Persistent link: https://www.econbiz.de/10012240530
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2
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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3
Essays on robust long memory inference
Will, Michael Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10012123519
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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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5
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
6
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:
7
Essays on long memory time series
Leschinski, Christian Hendrik
-
2016
,
Zeitreihenanalyse
…
Persistent link: https://www.econbiz.de/10011559565
Saved in:
8
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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