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Wolf, Michael
59
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22
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16
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8
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7
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6
Shaikh, Azeem M.
5
Wunderli, Dan
5
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4
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3
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ECONIS (ZBW)
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1
Impulse responses of fractionally integrated processes with long memory
Hassler, Uwe
;
Kokoszka, Piotr
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1855-1861
Persistent link: https://www.econbiz.de/10008738316
Saved in:
2
Functional dynamic factor model for intraday price curves
Kokoszka, Piotr
;
Miao, Hong
;
Zhang, Xi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 456-477
Persistent link: https://www.econbiz.de/10011339294
Saved in:
3
Monitoring the intraday volatility pattern
Gabrys, Robertas
;
Hörmann, Siegfried
;
Kokoszka, Piotr
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 87-116
Persistent link: https://www.econbiz.de/10010225463
Saved in:
4
Testing stationarity of functional time series
Horváth, Lajos
;
Kokoszka, Piotr
;
Rice, Gregory
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 66-82
Persistent link: https://www.econbiz.de/10010258271
Saved in:
5
Portmanteau test of independence for functional observations
Gabrys, Robertas
;
Kokoszka, Piotr
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1338-1348
Persistent link: https://www.econbiz.de/10003625977
Saved in:
6
Change-point monitoring in linear models
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
; …
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 373-403
Persistent link: https://www.econbiz.de/10003390158
Saved in:
7
Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
Saved in:
8
Empirical process of the squared residuals of an ARCH sequence
Horvath, Lajos
;
Kokoszka, Piotr
;
Teyssière, Gilles
-
1999
Persistent link: https://www.econbiz.de/10001424868
Saved in:
9
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
Horváth, Lajos
;
Kokoszka, Piotr
;
Tessière, Gilles
-
2003
Persistent link: https://www.econbiz.de/10001790731
Saved in:
10
Large sample distribution of weighted sums of ARCH(p) squared residual correlations
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
17
(
2001
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001568398
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