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Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance

Giacomini, Enzo - 2009

Persistent link: https://www.econbiz.de/10003931427

The earnings effects of marketing communication expenditures during recessions

Graham, Roger C.; Frankenberger, Kristina D. - In: Journal of advertising : official publication of the … 40 (2011) 2, pp. 5-24

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Demand for overseas telecommunication services in Bangladesh : an analysis of pooled cross-section and time-series data

Rahman, K. Mustahidur - In: The Bangladesh development studies : the journal of the … 25 (1997) 3/4, pp. 197-218

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Fare revenue forecast in public transport : a comparative case study

Krembsler, Jonas; Spiegelberg, Sandra; Hasenfelder, Richard - In: Research in transportation economics 105 (2024), pp. 1-17

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Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544