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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
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Gottfried Wilhelm Leibniz Universität Hannover
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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National Bureau of Economic Research
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Society for Computational Economics - SCE
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Cowles Foundation for Research in Economics, Yale University
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ECONIS (ZBW)
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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 testing for nonlinearity in time series : issues in nonlinear cointegration, structural breaks and changes in persistence
Grote, Claudia
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2020
Persistent link: https://www.econbiz.de/10012244029
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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
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
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2019
Persistent link: https://www.econbiz.de/10012144876
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5
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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6
Essays on robust long memory inference
Will, Michael Wolfgang
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2018
Persistent link: https://www.econbiz.de/10012123519
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7
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
8
Essays on long memory time series
Leschinski, Christian Hendrik
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2016
Persistent link: https://www.econbiz.de/10011559565
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