Narrow search
Showing 1 - 7 of 7
Cover Image
A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-242
Persistent link: https://www.econbiz.de/10007988799
Cover Image
A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-241
Persistent link: https://www.econbiz.de/10003691880
Cover Image
Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets
Boubaker, Heni; Péguin-Feissolle, Anne - In: Computational economics 42 (2013) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10010175547
Cover Image
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
Chikhi, Mohamed; Péguin-Feissolle, Anne; Terraza, Michel - In: Computational economics 41 (2013) 2, pp. 249-265
Persistent link: https://www.econbiz.de/10010069064
Cover Image
SEMIFARMA-HYGARCH modeling of Dow Jones return persistence
Chikhi, Mohamed; Péguin-Feissolle, Anne; Terraza, Michel - In: Computational economics 41 (2013) 2, pp. 249-265
Persistent link: https://www.econbiz.de/10009710572
Cover Image
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni; Péguin-Feissolle, Anne - In: Computational economics 42 (2013) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
Cover Image
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size
Dubois, Emmanuel; Lardic, Sandrine; Mignon, Valérie - In: Computational economics 24 (2004) 3, pp. 239-256
Persistent link: https://www.econbiz.de/10007027082