Similar Search Results - EconBiz

Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures

Hauser, Michael A.; Pötscher, Benedikt M.; … - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 243-270

Persistent link: https://www.econbiz.de/10006298840

Forecasting volatility : double averaging and weighted medians

Reschenhofer, Erhard - In: International journal of computational economics and … 1 (2010) 3/4, pp. 317-326

Persistent link: https://www.econbiz.de/10009956302

Using intraday statistics for the estimation of the return variance

Reschenhofer, Erhard - In: Journal of finance and investment analysis 2 (2013) 2, pp. 1-13

This paper proposes new estimators for the daily return variance which are based on common intraday statistics (opening, high, low, and closing prices). These estimators utilize information contained in products of absolute values of uncorrelated intraday statistics. An empirical study of nine...

Persistent link: https://www.econbiz.de/10010148298

Semiparametric and Nonparametric Testing for Long Memory: A Monte Carlo Study

Hauser, Michael A. - In: Empirical economics : a journal of the Institute for … 22 (1997) 2, pp. 247-272

Persistent link: https://www.econbiz.de/10006314628

WBS Development for an (USD)11 Billion Transportation Project

Hauser, Michael A. - In: Transactions of AACE International 38 (1994), pp. TR4

Persistent link: https://www.econbiz.de/10007013248

Fractionally Integrated Models with ARCH Errors

Hauser, Michael A.; Kunst, Robert M. - In: Review of quantitative finance and accounting 10 (1998) 1, pp. 95-114

Persistent link: https://www.econbiz.de/10007194152

How do apparently successful trading strategies really work?

Reschenhofer, Erhard; Holzmann, Christian - In: The open business journal 3 (2010) 1, pp. 44-50

Persistent link: https://www.econbiz.de/10010017497

ARTICLES - Improved Estimation of the Expected Kullback-Leibler Discrepancy in Case of Misspecification

Reschenhofer, Erhard - In: Econometric theory 15 (1999) 3, pp. 377-388

Persistent link: https://www.econbiz.de/10006988618

ARTICLES - Improved Estimation of the Expected Kullback-Leibler Discrepancy in Case of Misspecification

Reschenhofer, Erhard - In: Econometric theory 15 (1999) 3, pp. 377-388

Persistent link: https://www.econbiz.de/10006988633

Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald

Pötscher, Benedikt M. - In: Journal of econometrics 66 (1995) 1-2, pp. 123-130

Persistent link: https://www.econbiz.de/10006798480

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