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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

HY-A-PARCH : a stationary A-PARCH model with long memory

Schoffer, Olaf - 2003

Persistent link: https://www.econbiz.de/10001916069

Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?

Schoffer, Olaf - 2000

Persistent link: https://www.econbiz.de/10001575009

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/10010306239

Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?

Schoffer, Olaf - 2000

Persistent link: https://www.econbiz.de/10010316711

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

Modellierung von Kapitalmarktrenditen mittels asymmetrischer GARCH-Modelle

Schoffer, Olaf (contributor) - 2003

Persistent link: https://www.econbiz.de/10001790263

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

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

Maronna, Ricardo; Kleiber, Christian; Schoffer, Olaf - In: Statistical Papers 45 (2004) 2, pp. 303-307

Persistent link: https://www.econbiz.de/10008533778

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