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Mittnik, Stefan
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Braun, Phillip A.
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Paolella, Marc S.
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Stationarity of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of Econometrics
106
(
2002
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10005192306
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2
Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions
Braun, Phillip A.
;
Mittnik, Stefan
- In:
Journal of Econometrics
59
(
1993
)
3
,
pp. 319-341
Persistent link: https://www.econbiz.de/10005192883
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