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A Self‐Normalized Semi‐Paramet...
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Zhang, Ting
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2
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2
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Infinite variance stable moving averages with long memory
Kokoszka, Piotr S.
;
Taqqu, Murad S.
- In:
Journal of econometrics
73
(
1996
)
1
,
pp. 79-100
Persistent link: https://www.econbiz.de/10006793822
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2
Testing diffusion processes for non-stationarity
Hamrick, Jeff
;
Taqqu, Murad S.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 509-552
Persistent link: https://www.econbiz.de/10008257942
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3
Bachelier and his times: A conversation with Bernard Bru
Taqqu, Murad S.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10008217238
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4
Stock market prices and long-range dependence
Willinger, Walter
;
Taqqu, Murad S.
;
Teverovsky, Vadim
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10008218085
Saved in:
5
Option Pricing in ARCH-type Models
Kallsen, Jan
;
Taqqu, Murad S.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10008219353
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6
Stable Non-Gaussian Random Processes
Knight, Keith
;
Samorodnitsky, Gennady
;
Taqqu, Murad S.
- In:
Econometric theory
13
(
1997
)
1
,
pp. 133-142
Persistent link: https://www.econbiz.de/10006999292
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7
Estimators of long-memory: Fourier versus wavelets
Faÿ, Gilles
;
Moulines, Eric
;
Roueff, François
;
Taqqu, …
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 159-178
Persistent link: https://www.econbiz.de/10008899322
Saved in:
8
Estimators of long-memory: Fourier versus wavelets
Faÿ, Gilles
;
Moulines, Eric
;
Roueff, François
;
Taqqu, …
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10008280354
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9
Asset growth and stock returns: Evidence from Asian financial markets
Yao, Tong
;
Yu, Tong
;
Zhang, Ting
;
Chen, Shaw
- In:
Pacific-Basin finance journal
19
(
2011
)
1
,
pp. 115-140
Persistent link: https://www.econbiz.de/10008769718
Saved in:
10
A Study of the Diffusion of Alternative Fuel Vehicles: An Agent‐Based Modeling Approach
Zhang, Ting
;
Gensler, Sonja
;
Garcia, Rosanna
- In:
The journal of product innovation management : an …
28
(
2011
)
2
,
pp. 152-169
Persistent link: https://www.econbiz.de/10008821118
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