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Forecasting economic time series using locally stationary processes : a new approach with applications
Loll, Tina, (2012)
The econometric modelling of financial time series
Mills, Terence C., (2008)
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael, (2012)
Cyclical trends in continuous time models
Ercolani, Joanne S., (2007)
On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
Ercolani, Joanne S., (2010)
On the Asymptotic Properties of a Feasible Estimator of the Continuous Time Long Memory Parameter