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~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Marcellino, Massimiliano"
~person:"Sibbertsen, Philipp"
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Marcellino, Massimiliano
Sibbertsen, Philipp
Franses, Philip Hans
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Economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Economics letters
114
(
2012
)
3
,
pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
Saved in:
2
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik
;
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Economics letters
117
(
2012
)
1
,
pp. 268-271
Persistent link: https://www.econbiz.de/10009697775
Saved in:
3
Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon
;
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
Saved in:
4
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
5
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Saved in:
6
Modeling fractional cointegration between high and low stock prices in Asian countries
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 661-682
Persistent link: https://www.econbiz.de/10012490321
Saved in:
7
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
8
Measuring macroeconomic convergence and divergence within EMU using long memory
Dräger, Lena
;
Kolaiti, Theoplasti
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2333-2356
Persistent link: https://www.econbiz.de/10014388932
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