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Economics letters
CFS Working Paper Series
23
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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VaR-implied tail-correlation matrices
Mittnik, Stefan
- In:
Economics letters
122
(
2014
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10010393953
Saved in:
2
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
- In:
Economics letters
58
(
1998
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001233190
Saved in:
3
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
;
Kim, Jeong-Ryeol
;
Mittnik, Stefan
- In:
Economics letters
58
(
1998
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10006789873
Saved in:
4
Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes
Mittnik, Stefan
- In:
Economics letters
23
(
1987
)
3
,
pp. 279-284
Persistent link: https://www.econbiz.de/10001027025
Saved in:
5
The determination of the state covariance matrix of moving-average processes without computation
Mittnik, Stefan
- In:
Economics letters
23
(
1987
)
2
,
pp. 177-179
Persistent link: https://www.econbiz.de/10001027051
Saved in:
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