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Caporale, Guglielmo Maria
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Gupta, Rangan
78
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Koopman, Siem Jan
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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RePEc
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1
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
2
The estimation gain in the usage of fractional integration to forecast a vacancy houses level series
Amorin, Anderson Luis Walker
;
Souza, Adriano Mendonça de
; …
- In:
The empirical economics letters : a monthly …
14
(
2015
)
1
,
pp. 25-32
Persistent link: https://www.econbiz.de/10011311313
Saved in:
3
Are frontier stock markets more inefficient than emerging stock markets?
Dheeriya, Prakash L.
;
Torun, Erdost
- In:
International journal of monetary economics and finance
6
(
2013
)
4
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010412983
Saved in:
4
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
5
Fractional integration analysis of long-run behavior for US macroeconomic time series
Crato, Nuno
- In:
Economics letters
45
(
1994
)
3
,
pp. 287-291
Persistent link: https://www.econbiz.de/10001165789
Saved in:
6
Modelling persistence in the conditional mean of inflation using the
ARFIMA
process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
7
Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000883935
Saved in:
8
Fourth-moments structures in financial time series
Kunst, Robert M.
-
1993
Persistent link: https://www.econbiz.de/10000888010
Saved in:
9
Econometrics of short and unreliable time series
Url, Thomas
(
ed.
);
Wörgötter, Andreas
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000545862
Saved in:
10
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
-
1997
Persistent link: https://www.econbiz.de/10000629002
Saved in:
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