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Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar; Goswami, Anindya - In: International journal of financial engineering 6 (2019) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
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Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
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Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000883935
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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Analysis of West Germany macroeconomic data using common trends and common cycles
Lucke, Bernd - 1994
Persistent link: https://www.econbiz.de/10000890600
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GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
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Econometric modelling of long-run relations and common trends : theory and applications
Jusélius, Katarina (contributor) - 1994
Persistent link: https://www.econbiz.de/10000895833
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Stochastic and deterministic trends in Finnish macroeconomic time series
Lindén, Mikael - 1991
Persistent link: https://www.econbiz.de/10000807590
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Estimation of continuous-time models in finance
Melino, Angelo - 1991
Persistent link: https://www.econbiz.de/10000815348