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~language:"eng"
~person:"Bauwens, Luc"
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Bauwens, Luc
Taylor, Robert
Gil-Alaña, Luis A.
169
Franses, Philip Hans
153
Caporale, Guglielmo Maria
147
Koopman, Siem Jan
147
Phillips, Peter C. B.
130
Koop, Gary
74
Sibbertsen, Philipp
72
Lütkepohl, Helmut
70
Pesaran, M. Hashem
69
Härdle, Wolfgang
67
Kunst, Robert M.
67
Teräsvirta, Timo
67
McAleer, Michael
65
Swanson, Norman R.
62
Harvey, Andrew C.
61
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60
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58
Stock, James H.
58
Marcellino, Massimiliano
56
Gupta, Rangan
54
Maravall Herrero, Agustín
53
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52
Granger, C. W. J.
51
Watson, Mark W.
51
Hyndman, Rob J.
50
Engle, Robert F.
49
Feng, Yuanhua
49
Hassler, Uwe
48
Lux, Thomas
48
Hallin, Marc
46
Timmermann, Allan
46
Proietti, Tommaso
45
Gao, Jiti
43
Perron, Pierre
43
Saikkonen, Pentti
43
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42
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ECONIS (ZBW)
87
EconStor
1
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1
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
2
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
3
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
4
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
5
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
6
Modelling financial high frequency data using point processes
Bauwens, Luc
(
contributor
);
Hautsch, Nikolaus
(
contributor
)
-
2007
fundamental statistical concepts of point process
theory
, we review duration-based and intensity-based models of financial point …
Persistent link: https://www.econbiz.de/10003635084
Saved in:
7
General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
(
contributor
);
Sucarrat, Genaro
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774414
Saved in:
8
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
9
General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
(
contributor
);
Sucarrat, Genaro
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003328223
Saved in:
10
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
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