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A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard - In: Empirical economics : a journal of the Institute for … 34 (2008) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
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The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J. (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740122
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Temporal aggregation of univariate linear time series model
Silvestrini, Andrea (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003155209
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Venture capital cycles : empirical evidence from the USA
Füss, Roland; Alexandra, Andrea - In: Kredit und Kapital 39 (2006) 2, pp. 183-210
Persistent link: https://www.econbiz.de/10003353682
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GARCH error based ARIMA forecast for GDP in Sri Lanka
Mukhopadhyay, Chandan Kumar; Kundu, Amit - In: Economic issues in SAARC context, (pp. 202-225). 2008
Persistent link: https://www.econbiz.de/10003794377
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The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.; Weller, Paul A.; Ulrich, Joshua M. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 467-488
Persistent link: https://www.econbiz.de/10003865573
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What do we know about comparing aggregate and disaggregate forecasts?
Sbrana, Giacomo; Silvestrini, Andrea - 2009
Persistent link: https://www.econbiz.de/10003850961
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Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.; Scaillet, Olivier - In: International journal of forecasting 25 (2009) 2, pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
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A test for temporal disaggregation : method and application
Müller, Christian - In: Konjunktur : Bericht 70 (2007) 5, pp. 3-13
Persistent link: https://www.econbiz.de/10003463455
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A fractionally integrated ECOGARCH process
Haug, Stephan (contributor); Czado, Claudia (contributor) - 2006
In this paper we introduce a fractionally integrated exponential continuous time GARCH(p,d,q) process. It is defined in such a way it is a continuous time extension of the discrete time FIEGARCH(p,d,q) process. We investigate stationarity and moment properties of the new model. It is also shown...
Persistent link: https://www.econbiz.de/10003378427