Similar Search Results

Fractionally integrated models with ARCH errors

Hauser, Michael A.; Kunst, Robert M. - 1994

Persistent link: https://www.econbiz.de/10000882159

Fourth-moments structures in financial time series

Kunst, Robert M. - 1993

Persistent link: https://www.econbiz.de/10000888010

Cointegration in macroeconomic systems : seasonality and explosive roots

Kunst, Robert M. - 1989

Persistent link: https://www.econbiz.de/10000800304

Time series modeling in economics : November 1987

Kunst, Robert M. (ed.); Brandner, Peter (contributor) - 1988

Persistent link: https://www.econbiz.de/10000804210

Cointegration in a macro-economic system

Kunst, Robert M. - 1988

Persistent link: https://www.econbiz.de/10000806742

Seasonality in the Austrian economy : common seasonals and forecasting

Kunst, Robert M. - 1992

Persistent link: https://www.econbiz.de/10000874141

Unit roots, change, and decision bounds

Kunst, Robert M. - 1998

Persistent link: https://www.econbiz.de/10000673736

Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging

Jumah, Adusei; Kunst, Robert M. - 2008

Persistent link: https://www.econbiz.de/10003778880

Asymmetric time aggregation and its potential benefits for forecasting annual data

Kunst, Robert M.; Franses, Philip Hans - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 363-387

Persistent link: https://www.econbiz.de/10011326579

The effects of exchange-rate exposures on equity asset markets

Jumah, Adusei; Kunst, Robert M. - 2001

This paper analyzes the relationship between stock returns and exchange rate changes in international markets and examines how well exchange rate volatility explains movements in stock market returns. The model-based predictions are evaluated on several cost functions. Results from such analysis...

Persistent link: https://www.econbiz.de/10009724429