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Search: subject:"Multivariate Long Memory"
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Time series analysis
11
Zeitreihenanalyse
11
Multivariate Long Memory
9
Multivariate Analyse
8
Multivariate analysis
8
Estimation theory
6
Schätztheorie
6
Multivariate long memory
5
Semiparametric Estimation
5
Volatility
5
Arbeitslosigkeit
4
Fractional Cointegration
4
Fractional integration
4
Hypothesis Testing
4
Multiple Structural Breaks
4
Theorie
4
Theory
4
Unemployment
4
Unemployment rate
4
fractional integration
4
multivariate long memory
4
unemployment rate
4
Cointegration
3
Kointegration
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Spurious Long Memory
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Cryptocurrency markets
2
Government Bonds
2
Inflation
2
Long-memory processes
2
Random Level Shifts
2
Spurious long memory
2
Statistical test
2
Statistischer Test
2
Structural break
2
Strukturbruch
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Free
18
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Working Paper
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Arbeitspapier
7
Graue Literatur
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English
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Sibbertsen, Philipp
10
Caporale, Guglielmo Maria
8
Lovcha, Yuliya
8
Gil-Alaña, Luis A.
6
Leschinski, Christian
6
Gil-Alana, Luis A.
3
Holzhausen, Marie
3
Assaf, Ata
2
Becker, Janis
2
Less, Vivien
2
Rodrigues, Paulo M. M.
2
Teyssière, Gilles
2
Wingert, Simon
2
Bhandari, Avishek
1
Busch, Marie
1
Charif, Husni
1
Demir, Ender
1
Mokni, Khaled
1
Wenger, Kai
1
Wenger, Kai Rouven
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CESifo
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
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Hannover Economic Papers (HEP)
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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CESifo Working Paper
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CESifo Working Paper Series
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DIW Discussion Papers
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics and finance working paper series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of financial analysis
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Journal of applied economics
1
Journal of econometrics
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SFB 373 Discussion Paper
1
SFB 373 Discussion Papers
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ECONIS (ZBW)
11
EconStor
7
RePEc
4
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Modelling exchange rates volatility with
multivariate
long-memory
ARCH processes
Teyssière, Gilles
-
1999
We consider two
multivariate
long-memory
ARCH models, which extend the univariate long-memory ARCH models, we first …
Persistent link: https://www.econbiz.de/10010310012
Saved in:
22
Modelling exchange rates volatility with
multivariate
long-memory
ARCH processes
Teyssière, Gilles
-
Sonderforschungsbereich 373, Quantifikation und …
-
1999
We consider two
multivariate
long-memory
ARCH models, which extend the univariate long-memory ARCH models, we first …
Persistent link: https://www.econbiz.de/10010956405
Saved in:
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