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Fractionally integrated models with ARCH errors

Hauser, Michael A.; Kunst, Robert M. - 1994

Persistent link: https://www.econbiz.de/10000882159

Modeling exchange rates : long-run dependence versus conditional heteroscedasticity

Hauser, Michael A. - 1992

Persistent link: https://www.econbiz.de/10000874142

Modelling profit series : nonstationary and long memory

Gschwandtner, Adelina; Hauser, Michael A. - In: Applied economics 40 (2008) 10/12, pp. 1475-1482

Persistent link: https://www.econbiz.de/10003742995

Modeling profit series: nonstationarity and long memory

Gschwandtner, Adelina (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003055097

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

Modelling exchange rates : long-run dependence versus conditional heteroscedasticity

Hauser, Michael A. - In: Applied financial economics 4 (1994) 3, pp. 233-239

Persistent link: https://www.econbiz.de/10001164930

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

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

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

Profit persistence and stock returns

Gschwandtner, Adelina; Hauser, Michael A. - In: Applied economics 48 (2016) 37/39, pp. 3538-3549

Persistent link: https://www.econbiz.de/10011620804