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Common seasonal features : global unemployment
Engle, Robert F.; Hylleberg, Svend - 1996
Persistent link: https://www.econbiz.de/10000952121
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The impact of seasonal constants on forecasting seasonally cointegrated time series
Kunst, Robert M.; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000964173
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Fourth-order moments of augmented ARCH processes
Kunst, Robert M. - 1995
Persistent link: https://www.econbiz.de/10000907063
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Structuring volatile Swiss interest rates : some evidence on the present value model and a VAR-VARCH approach
Kunst, Robert M. - In: Econometric analysis of financial markets, (pp. 105-128). 1994
Persistent link: https://www.econbiz.de/10001284433
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ARCH models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10001327597
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Seasonal cointegration, common seasonals, and forecasting seasonal series
Kunst, Robert M. - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 761-776
Persistent link: https://www.econbiz.de/10001331521
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Common seasonal features : global unemployment
Engle, Robert F. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 615-630
Persistent link: https://www.econbiz.de/10001334932
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On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans; Kunst, Robert M. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 409-433
Persistent link: https://www.econbiz.de/10001407391
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A permanent and transitory component model of stock return volatality
Engle, Robert F.; Lee, Gary G. J. - 1992
Persistent link: https://www.econbiz.de/10000853573
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[Rezension von: Engle, Robert F., ...,, Cointegration, causality, and forecasting]
Bewley, Ronald A. - In: Journal of economic literature 40 (2002) 3, pp. 931-933
Persistent link: https://www.econbiz.de/10001735218