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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
867
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Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles
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1999
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Rev. version
Persistent link: https://www.econbiz.de/10001377680
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2
Long memory analysis
Teyssière, Gilles
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2000
Persistent link: https://www.econbiz.de/10001508112
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3
Empirical process of the squared residuals of an ARCH sequence
Horvath, Lajos
;
Kokoszka, Piotr
;
Teyssière, Gilles
-
1999
Persistent link: https://www.econbiz.de/10001424868
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4
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
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2000
Persistent link: https://www.econbiz.de/10001470372
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