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Long memory in foreign exchange rates revisited
Tschernig, Rolf - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 53-78
Persistent link: https://www.econbiz.de/10001508144
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Tackling and understanding the small sample bias in ARFIMA models
Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10013427962
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Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.; Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10000345713
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A simple variable selection techniques for nonlinear models
Rech, Gianluigi; Teräsvirta, Timo; Tschernig, Rolf - 1999
Persistent link: https://www.econbiz.de/10000168492
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Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
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Long memory and the term structure of risk
Schotman, Peter C.; Tschernig, Rolf; Budek, Jan - In: Journal of financial econometrics : official journal of … 6 (2008) 4, pp. 459-495
Persistent link: https://www.econbiz.de/10003778939
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Costless revelation of private information in a duopoly
Demougin, Dominique; Tschernig, Rolf - 1989
Persistent link: https://www.econbiz.de/10000785553
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Long memory and the term structure of risk
Schotman, Peter C.; Tschernig, Rolf; Budek, Jan - 2008
Persistent link: https://www.econbiz.de/10003908050
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On nonparametric estimation of a hedonic price function
Haupt, Harry; Schnurbus, Joachim; Tschernig, Rolf - 2008
Persistent link: https://www.econbiz.de/10003908052
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On nonparametric estimation of a hedonic price function
Haupt, Harry; Schnurbus, Joachim; Tschernig, Rolf - In: Journal of applied econometrics 25 (2010) 5, pp. 894-901
Persistent link: https://www.econbiz.de/10008667438