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Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938
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Modelling nonlinear vector economic time series
Yang, Yukai - 2012
Persistent link: https://www.econbiz.de/10009716868
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Essays on high-frequency and financial data analysis
Benvenuti, Francesco - 2021
Persistent link: https://www.econbiz.de/10013041293
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On factor analysis with long-range dependence
Rodríguez Caballero, Carlos Vladimir - 2016
Persistent link: https://www.econbiz.de/10011817415
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Essays in long memory
Vera-Valdés, J. Eduardo - 2016
Persistent link: https://www.econbiz.de/10011817446
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Rough continuous-time processes : theory and applications
Bennedsen, Mikkel - 2017
Persistent link: https://www.econbiz.de/10011817834
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Essays on econometric modelling and forecasting of electricity prices
Knapik, Oskar - 2017
Persistent link: https://www.econbiz.de/10011817859
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Essays on fractional filters and co-integration
Carlini, Federico - 2017
Persistent link: https://www.econbiz.de/10011818419
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen - 2018
Persistent link: https://www.econbiz.de/10011994459
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Essays on semi-parametric modelling of time-varying probability distributions
Vallarino, Pierluigi - 2023
Persistent link: https://www.econbiz.de/10014431203