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Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.; Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10000345713
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Exports and indirect hedging of foreign currency risk
Broll, Udo; Eckwert, Bernhard - 1997
Persistent link: https://www.econbiz.de/10000633895
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Exchange rate volatility and hedging : the multiperiod case
Broll, Udo; Wahl, Jack E.; Zilcha, Itzhak - 1997
Persistent link: https://www.econbiz.de/10000633896
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Model-independent detrending for determining the cyclical properties of macroeconomic time series
Hillinger, Claude - 1992
Persistent link: https://www.econbiz.de/10013427948
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Tackling and understanding the small sample bias in ARFIMA models
Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10013427962
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Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand
Reiter, Michael - 1993
Persistent link: https://www.econbiz.de/10013427977
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A Bayesian way to identify the order of autoregressive process
Heintel, Markus - 1994
Persistent link: https://www.econbiz.de/10013427980
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Export and hedging decision with state-dependent utility
Broll, Udo; Eckwert, Bernhard - 1998
Persistent link: https://www.econbiz.de/10013428162
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Futures markets and hedging real profit risk
Battermann, Harald L. - 1998
Persistent link: https://www.econbiz.de/10013428167