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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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Forecasting high-frequency financial data with the AFIRMA-ARCH model
Hauser, Michael A.; Kunst, Robert M. - In: Journal of forecasting 20 (2001) 7, pp. 501-518
Persistent link: https://www.econbiz.de/10001626336
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Semiparametric and nonparametric testing for long memory : a Monte Carlo study
Hauser, Michael A. - In: Empirical economics : a journal of the Institute for … 22 (1997) 2, pp. 247-271
Persistent link: https://www.econbiz.de/10001224452
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On Gagnon's criticism of ARMA models for real GNP growth
Hauser, Michael A. - In: Economic notes : economic review of Banca Monte dei … 23 (1994) 1, pp. 125-129
Persistent link: https://www.econbiz.de/10001165660
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Measuring persistence in aggregate output : ARMA models, fractionally integrated ARMA models and nonparametric procedures
Hauser, Michael A.; Pötscher, Benedikt M.; … - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 243-269
Persistent link: https://www.econbiz.de/10001388897
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Profit persistence and stock returns
Gschwandtner, Adelina; Hauser, Michael A. - 2013
This paper attempts to assemble evidence for the relationship between the product and the financial market. Drawing back on work in industrial organization, we analyze the relationship between profit persistence and expected stock returns. We show that long-run profit persistence together with...
Persistent link: https://www.econbiz.de/10010210263
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Messung von E-Servicequalität : eine branchenübergreifende Validierung
Bauer, Hans H.; Falk, Tomas; Hammerschmidt, Maik - In: Interactive Marketing im Web 2.0+ : Konzepte und …, (pp. 37-55). 2007
Persistent link: https://www.econbiz.de/10003565670
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Messung von E-Servicequalität : eine branchenübergreifende Validierung
Bauer, Hans H.; Falk, Tomas; Hammerschmidt, Maik - In: Interactive Marketing im Web 2.0+ : Konzepte und …, (pp. 37-55). 2008
Persistent link: https://www.econbiz.de/10003762102
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Servicequalität im Internet : Messung und Kundenbindungseffekte am Beispiel des Internet-Banking
Bauer, Hans H.; Falk, Tomas; Hammerschmidt, Maik - 2003
Persistent link: https://www.econbiz.de/10001790196