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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Time series analysis"
~subject:"long memory"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CESifo working papers
34
CESifo Working Paper
21
Applied economics
19
Economics and finance working paper series
19
Economics letters
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Discussion paper / Tinbergen Institute
12
Journal of econometrics
12
Energy economics
10
Finance research letters
10
Applied economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of empirical finance
9
DIW Discussion Papers
8
Econometric reviews
8
International journal of economics and finance
7
International journal of finance & economics : IJFE
7
CREATES Research Papers
6
Econometric Institute Report
6
Econometric Institute Research Papers
6
Queen's Economics Department Working Paper
6
Working Papers / Economics Department, Queen's University
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
International review of financial analysis
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Queen's Economics Department working paper
5
Research in international business and finance
5
CBN journal of applied statistics
4
CREATES research paper
4
Computational economics
4
Economic modelling
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of monetary economics and finance
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
Journal of economics and finance
4
Journal of time series econometrics
4
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Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10011431128
Saved in:
2
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
3
Testing for misspecification in the short-run component of
GARCH
-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
4
Modeling time-varying parameters using artificial neural networks : a
GARCH
illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
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