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HY-A-PARCH : A stationary A-PARCH model with long memory
Schoffer, Olaf - 2003
The FI-A-PARCH process has been developed by Tse (1998) to model essential characteristics of financial market returns. However, due to the nonstationarity described by Níguez (2002) the process exhibits infinite conditional second moments and no statements about the autocovariance function can...
Persistent link: https://www.econbiz.de/10010514278
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HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf - 2003
Persistent link: https://www.econbiz.de/10001916069
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Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf - 2000
Persistent link: https://www.econbiz.de/10001575009
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Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf - 2000
Persistent link: https://www.econbiz.de/10009781514
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Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf - 2000
Persistent link: https://www.econbiz.de/10010316711
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Krankenhaus-Diagnosestatistik : Scientific-Use-File und beispielhafte Analysen
Philipp, Gabriele; Schoffer, Olaf - In: Amtliche Mikrodaten für die Sozial- und …, (pp. 147-158). 2006
Persistent link: https://www.econbiz.de/10003681280
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Modellierung von Kapitalmarktrenditen mittels asymmetrischer GARCH-Modelle
Schoffer, Olaf (contributor) - 2003
Persistent link: https://www.econbiz.de/10001790263
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The cost-effectiveness of interventions targeting lifestyle change for the prevention of diabetes in a Swedish primary care and community based prevention program
Neumann, Anne; Lindholm, Lars; Norberg, Margareta; … - In: The European journal of health economics : HEPAC ; … 18 (2017) 7, pp. 905-919
Persistent link: https://www.econbiz.de/10011869149
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HY-A-PARCH: A stationary A-PARCH model with long memory
Schoffer, Olaf - Institut für Wirtschafts- und Sozialstatistik, … - 2003
The FI-A-PARCH process has been developed by Tse (1998) to model essential characteristics of financial market returns. However, due to the nonstationarity described by Níguez (2002) the process exhibits infinite conditional second moments and no statements about the autocovariance function can...
Persistent link: https://www.econbiz.de/10009295184
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Book reviews
Maronna, Ricardo; Kleiber, Christian; Schoffer, Olaf - In: Statistical Papers 45 (2004) 2, pp. 303-307
Persistent link: https://www.econbiz.de/10008533778