//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"William Davidson Institute working papers series"
~subject:"Estonia"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modeling Sequences of Long Mem...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estonia
Theory
Zeitreihenanalyse
ARCH model
1
ARCH-Modell
1
Heteroscedasticity
1
Heteroskedastizität
1
Time series analysis
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Koulikov, Dmitri
1
Institution
All
William Davidson Institute <Ann Arbor, Mich.>
1
Published in...
All
William Davidson Institute working papers series
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling sequences of long memory positive weakly stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001875715
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->