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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Lanne, Markku"
~person:"Teyssière, Gilles"
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Lanne, Markku
Teyssière, Gilles
Härdle, Wolfgang
25
Breitung, Jörg
14
Gil-Alaña, Luis A.
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Herwartz, Helmut
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Lütkepohl, Helmut
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers / Helsinki Center of Economic Research : discussion paper
9
Discussion papers of interdisciplinary research project 373
9
CREATES research paper
4
Discussion papers / Department of Economics, University of Helsinki
4
Journal of applied econometrics
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International journal of forecasting
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Long memory in economics : with 50 tables
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The review of economics and statistics
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DIW Berlin Discussion Paper
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1
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Journal of money, credit and banking : JMCB
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Koç University - TÜSİAD Economic Research Forum working paper series
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Oxford bulletin of economics and statistics
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Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
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SFB 373 Discussion Paper
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SFB 373 Discussion Papers
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Springer eBook Collection / Business and Economics
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Statistical Inference for Stochastic Processes
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
Long memory analysis
Teyssière, Gilles
-
2000
Persistent link: https://www.econbiz.de/10001508112
Saved in:
2
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
3
Adaptive
estimation
for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
4
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001528164
Saved in:
5
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001582163
Saved in:
6
Comparison of unit root tests for time series with level shifts
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
1999
Persistent link: https://www.econbiz.de/10001424859
Saved in:
7
Reducing size distortions of parametric stationarity tests
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001470392
Saved in:
8
Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles
-
1999
-
Rev. version
Persistent link: https://www.econbiz.de/10001377680
Saved in:
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