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Asymmetric long memory GARCH : a reply to Hwang's model
Ruiz, Esther; Pérez, Ana - In: Economics letters 78 (2003) 3, pp. 415-422
Persistent link: https://www.econbiz.de/10001741157
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Finite sample properties of a QML estimator of stochastic volatility models with long memory
Pérez, Ana; Ruiz, Esther - In: Economics letters 70 (2001) 2, pp. 157-164
Persistent link: https://www.econbiz.de/10001537967
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The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter; Mármol, Francesc - In: Economics letters 82 (2004) 1, pp. 63-69
Persistent link: https://www.econbiz.de/10001877554
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Correlation theory of spuriously related higher order integrated processes
Mármol, Francesc - In: Economics letters 50 (1996) 2, pp. 169-173
Persistent link: https://www.econbiz.de/10001194695
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On the properties of the Dickey-Pantula test against fractional alternatives
Dolado, Juan J. - In: Economics letters 57 (1997) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10001229602
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Asymmetric long memory GARCH: a reply to Hwang's model
Ruiz, Esther; Pérez, Ana - In: Economics letters 78 (2003) 3, pp. 415-422
Persistent link: https://www.econbiz.de/10006764350
Cover Image
Finite sample properties of a QML estimator of stochastic volatility models with long memory
Pérez, Ana; Ruiz, Esther - In: Economics letters 70 (2001) 2, pp. 157-164
Persistent link: https://www.econbiz.de/10006776354