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~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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The time-varying systematic risk of carry trade strategies
Christiansen, Charlotte
;
Ranaldo, Angelo
;
Söderlind, Paul
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2009
Persistent link: https://www.econbiz.de/10003863022
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Additive modeling of realized variance : tests for parametric specifications and structural breaks
Fengler, Matthias R.
;
Mammen, Enno
;
Vogt, Michael
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2013
Persistent link: https://www.econbiz.de/10010244914
Saved in:
3
Oracle properties and finite sample inference of the adaptive lasso for time series regression models
Audrino, Francesco
;
Camponovo, Lorenzo
-
2013
Persistent link: https://www.econbiz.de/10010245672
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