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~person:"Laurent, Sébastien"
~person:"Lieberman, Offer"
~type_genre:"Working Paper"
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Search: subject_exact:"ARFIMA model"
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ARMA model
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Laurent, Sébastien
Lieberman, Offer
Beran, Jan
17
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16
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11
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7
Ocker, Dirk
7
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4
Karanasos, Menelaos
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Lan Fen Chu
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Peiris, Shelton
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Zakoïan, Jean-Michel
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ECONIS (ZBW)
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Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
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2
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
3
Central Bank forex interventions assessed using realized moments
Beine, Michel
;
Laurent, Sébastien
;
Palm, Franz C.
-
2004
Persistent link: https://www.econbiz.de/10002059295
Saved in:
4
Expansions for approximate maximum likelihood estimators of the fractional difference
Lieberman, Offer
;
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148145
Saved in:
5
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
6
Central bank forex interventions assesses using realized moments
Beine, Michel
;
Laurent, Sébastien
;
Palm, Franz C.
-
2003
Persistent link: https://www.econbiz.de/10001882686
Saved in:
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