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Beran, Jan
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Nonparametric M-estimation with long-memory errors
Beran, Jan
;
Ghosh, Sucharita
;
Sibbertsen, Philipp
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2000
Persistent link: https://www.econbiz.de/10001601969
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Fractionally integrated Log-GARCH with application to value at risk and expected shortfall
Feng, Yuanhua
;
Beran, Jan
;
Letmathe, Sebastian
;
Ghosh, …
-
2020
Persistent link: https://www.econbiz.de/10012508904
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On EFARIMA and ESEMIFAR models
Beran, Jan
;
Feng, Yuanhua
;
Ghosh, Sucharita
- In:
Empirical economic and financial research : theory, …
,
(pp. 239-253)
.
2015
Persistent link: https://www.econbiz.de/10010490110
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