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Forward-premium puzzle : is it time to abandon the usual regression?
Costa, Carlos E. da; Jesus Filho, Jaime de; Matos, Paulo - In: Applied economics 48 (2016) 28/30, pp. 2852-2867
Persistent link: https://www.econbiz.de/10011594564
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On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century
Guillén, Osmani Teixeira de Carvalho; Issler, João Victor - 2011
Persistent link: https://www.econbiz.de/10009532943
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Do shocks permanently change output? : Local persistency in economic time series
Lima, Luiz Renato (contributor); Xiao, Zhijie (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168401
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Robustness of stationary tests under long-memory alternatives
Lima, Luiz Renato (contributor); Xiao, Zhijie (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002170336
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A family of autoregressive conditional duration models
Fernandes, Marcelo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
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The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726494
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Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
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Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
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Convex combinations of long memory estimates from different sampling rates
Souza, Leonardo Rocha (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
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A family of autoregressive conditional duration models
Fernandes, Marcelo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244