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Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness
3
Application of operations research to financial markets
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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A simple specification procedure for the transition function in persistent nonlinear time series models
Kaufmann, Hendrik
;
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 169-191)
.
2014
Persistent link: https://www.econbiz.de/10011406769
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2
Linearity testing for trending data with an application of the wild bootstrap
Kruse, Robinson
;
Sandberg, Rickard
- In:
Essays in nonlinear time series econometrics
,
(pp. 57-89)
.
2014
Persistent link: https://www.econbiz.de/10010385314
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3
Unit roots, non-linearities and structural breaks
Haldrup, Niels
;
Kruse, Robinson
;
Teräsvirta, Timo
; …
- In:
Handbook of research methods and applications in …
,
(pp. 61-94)
.
2013
Persistent link: https://www.econbiz.de/10010206847
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4
Testing for neglected strong dependence in explosive models
Wegener, Christoph
;
Kruse, Robinson
- In:
Essays on empirical finance in times of crises : …
,
(pp. 7-12)
.
2016
Persistent link: https://www.econbiz.de/10011633904
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5
The walking debt crisis
Wegener, Christoph
;
Kruse, Robinson
;
Basse, Tobias
- In:
Essays on empirical finance in times of crises : …
,
(pp. 14-26)
.
2016
Persistent link: https://www.econbiz.de/10011633905
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6
Zeitreihenanalyse
Sibbertsen, Philipp
- In:
Statistik in Deutschland : 100 Jahre Deutsche …
,
(pp. 165-175)
.
2011
Persistent link: https://www.econbiz.de/10008808130
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7
Testing for cointegration in a Double-LSTR framework
Grote, Claudia
;
Sibbertsen, Philipp
- In:
Empirical economic and financial research : theory, …
,
(pp. 437-450)
.
2015
Persistent link: https://www.econbiz.de/10010490085
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8
Seasonal long memory in intra-day volatility and trading volume of Dow Jones stocks
Voges, Michelle
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
International financial markets
,
(pp. 200-224)
.
2019
Persistent link: https://www.econbiz.de/10012249050
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9
Liquidity risk premia in times of crisis - empirical evidence from the German covered bond market
Wegener, Christoph
;
Basse, Tobias
;
Sibbertsen, Philipp
- In:
Essays on empirical finance in times of crises : …
,
(pp. 28-42)
.
2016
Persistent link: https://www.econbiz.de/10011633906
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10
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
Wegener, Christoph
;
Basse, Tobias
;
Sibbertsen, Philipp
; …
- In:
Application of operations research to financial markets
,
(pp. 407-426)
.
2019
Persistent link: https://www.econbiz.de/10012160047
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