Narrow search
Showing 1 - 10 of 58
Cover Image
Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M. - In: Applied financial economics 7 (1997) 6, pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
Cover Image
Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
Cover Image
Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
Cover Image
Structuring volatile swiss interest rates : reconciling economic theory with empirical evidence?
Kunst, Robert M.; Polasek, Wolfgang - 1991
Persistent link: https://www.econbiz.de/10000833398
Cover Image
Forecasting seasonally cointegrated systems: supply response in Austrian agriculture
Jumah, Adusei - 1995
Persistent link: https://www.econbiz.de/10000919493
Cover Image
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
Cover Image
On mean reversion in real interest rates : an application of threshold cointegration
Jumah, Adusei; Kunst, Robert M. - 2002
Persistent link: https://www.econbiz.de/10001642276
Cover Image
Modeling national accounts sub-aggregates : an application of non-linear error correction
Jumah, Adusei; Kunst, Robert M. - 2004
Persistent link: https://www.econbiz.de/10001974056
Cover Image
Forecasting aggregate demand in West African economies : the influence of immigrant remittance flows and of asymmetric error correction
Jumah, Adusei; Kunst, Robert M. - 2005
Persistent link: https://www.econbiz.de/10002626656
Cover Image
The dynamic interrelations between unequal neighbors : an Austro-German case study
Prettner, Klaus; Kunst, Robert M. - 2009
Persistent link: https://www.econbiz.de/10003928971