Narrow search
Showing 1 - 10 of 2,993
Cover Image
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard; Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994 - current version
Persistent link: https://www.econbiz.de/10000891757
Cover Image
GMM estimation of ARFIMA processes : an alternative approach and a SUR extension
Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896212
Cover Image
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896214
Cover Image
Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000959732
Cover Image
Longevity studies based on kernel hazard estimation
Felipe, Angie; Guillén, Montserrat; Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493540
Cover Image
Estimation of a dynamic one factor continuous-time term-structure model
Honoré, Peter - 1996
Persistent link: https://www.econbiz.de/10000936544
Cover Image
Comparative economic cycles
Cascio, Iolanda Lo (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003465027
Cover Image
Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
Cover Image
Estimating multivariate arima models : when is close not good enough?
Bagshaw, Michael L. - 1987
Persistent link: https://www.econbiz.de/10003478118
Cover Image
Univariate and multivariate arima versus vector autoregression forecasting
Bagshaw, Michael L. - 1987
Persistent link: https://www.econbiz.de/10003478189