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Search: subject:"Cointegration"
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Cointegration
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The U. S. fracking boom: Impact on oil prices
Frondel, Manuel
;
Horvath, Marco
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011886573
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2
Exponential smoothing : a prediction error decomposition principle
Snyder, Ralph D.
-
2004
Persistent link: https://www.econbiz.de/10002474548
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3
On the identification and estimation of partially nonstationary ARMAX systems
Poskitt, Donald Stephen
-
2004
Persistent link: https://www.econbiz.de/10002474731
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4
Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.
;
Low, Chin Nam
;
Snyder, Ralph D.
-
2004
Persistent link: https://www.econbiz.de/10002474772
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5
Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005559
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6
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005584
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7
Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005599
Saved in:
8
Fractional
cointegration
of voting and non-voting shares
Dittmann, Ingolf
-
1998
Persistent link: https://www.econbiz.de/10000681350
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