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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard; Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994 - current version
Persistent link: https://www.econbiz.de/10000891757
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GMM estimation of ARFIMA processes : an alternative approach and a SUR extension
Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896212
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Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896214
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Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000959732
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Longevity studies based on kernel hazard estimation
Felipe, Angie; Guillén, Montserrat; Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493540
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Estimation of a dynamic one factor continuous-time term-structure model
Honoré, Peter - 1996
Persistent link: https://www.econbiz.de/10000936544
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Comparative economic cycles
Cascio, Iolanda Lo (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003465027
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Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
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Estimating multivariate arima models : when is close not good enough?
Bagshaw, Michael L. - 1987
Persistent link: https://www.econbiz.de/10003478118
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Univariate and multivariate arima versus vector autoregression forecasting
Bagshaw, Michael L. - 1987
Persistent link: https://www.econbiz.de/10003478189