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Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Essays on the estimation and interference in non-stationary time series models
Haldrup, Niels - 1996
Persistent link: https://www.econbiz.de/10000965121
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Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M. - 1998
Persistent link: https://www.econbiz.de/10000965598
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Prognosefehler eines realen Konjunkturmodells für die Schweiz
Niepelt, Dirk - 1997
Persistent link: https://www.econbiz.de/10000965888
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Determining the sources of economic variability : results from structural and vector autoregressive models
Shaar, Nidal - 1990
Persistent link: https://www.econbiz.de/10000841653
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Long memory in foreign exchange rates and sampling properties of some statistical procedures related to long memory series
Cheung, Yin-Wong - 1990
Persistent link: https://www.econbiz.de/10000841901
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Essays on multicointegration and nonlinearity
Lee, Tae-hwy - 1990
Persistent link: https://www.econbiz.de/10000842105