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~person:"Sibbertsen, Philipp"
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The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
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2007
Persistent link: https://www.econbiz.de/10003767966
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Multivariate multifractal models : estimation of parameters and applications to risk management
Liu, Ruipeng
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2008
Persistent link: https://www.econbiz.de/10003778163
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
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2015
Persistent link: https://www.econbiz.de/10011299266
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Multifractal models : estimation, forecasting and option pricing
Leövey, Andrés Esteban
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2015
Persistent link: https://www.econbiz.de/10010526710
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5
Essays on long memory time series
Leschinski, Christian Hendrik
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2016
Persistent link: https://www.econbiz.de/10011559565
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Analysing economic data with self-organizing maps : a geometric neural network approach
Edler, Lars
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2007
Persistent link: https://www.econbiz.de/10003583899
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7
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
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2019
Persistent link: https://www.econbiz.de/10012144876
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8
Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia
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2017
Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung
Persistent link: https://www.econbiz.de/10012123316
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9
Essays on robust long memory inference
Will, Michael Wolfgang
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2018
Persistent link: https://www.econbiz.de/10012123519
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