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~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Schienle, Melanie"
~subject:"Schätzung"
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Schienle, Melanie
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Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Testing for an omitted multiplicative long-term component in GARCH models
Conrad, Christian
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 229-242
null hypothesis that the variable has no explanatory power. We derive the asymptotic
theory
for our test statistic and …
Persistent link: https://www.econbiz.de/10012795900
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2
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
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