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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362
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Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509600
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372
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Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001595495
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Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001619299
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The stochastic fluctuation of the quantile regression curve
Härdle, Wolfgang (contributor); Song, Song (contributor) - 2008
Persistent link: https://www.econbiz.de/10003693057
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Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428302
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Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003497650
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A generalized fractional time series model
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001550564
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Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001550571