//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimators of long-memory: Fou...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
11
Language
All
Undetermined
11
Author
All
Taqqu, Murad S.
8
Moulines, Eric
5
Faÿ, Gilles
2
Roueff, François
2
Soulier, Philippe
2
Etore, Pierre
1
Fort, Gersende
1
Hamrick, Jeff
1
Hurvich, Clifford M.
1
Hurvich, Cliffordm
1
Jourdain, Benjamin
1
Kallsen, Jan
1
Knight, Keith
1
Kokoszka, Piotr S.
1
Samorodnitsky, Gennady
1
Teverovsky, Vadim
1
Willinger, Walter
1
more ...
less ...
Published in...
All
Journal of econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and stochastics
2
Annals of operations research
1
Econometric theory
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
more ...
less ...
Source
All
OLC EcoSci
RePEc
61
ECONIS (ZBW)
22
Other ZBW resources
4
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimators of long-memory: Fourier versus wavelets
Faÿ, Gilles
;
Moulines, Eric
;
Roueff, François
;
Taqqu, …
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 159-178
Persistent link: https://www.econbiz.de/10008899322
Saved in:
2
Estimators of long-memory: Fourier versus wavelets
Faÿ, Gilles
;
Moulines, Eric
;
Roueff, François
;
Taqqu, …
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10008280354
Saved in:
3
Estimating Long Memory in Volatility
Hurvich, Clifford M.
;
Moulines, Eric
;
Soulier, Philippe
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1283-1328
Persistent link: https://www.econbiz.de/10006752161
Saved in:
4
Corrigendum to "Estimating Long Memory in Volatility"
Hurvich, Cliffordm
;
Moulines, Eric
;
Soulier, Philippe
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
3
,
pp. 661-662
Persistent link: https://www.econbiz.de/10007993728
Saved in:
5
On adaptive stratification
Etore, Pierre
;
Fort, Gersende
;
Jourdain, Benjamin
; …
-
2011
Persistent link: https://www.econbiz.de/10009265520
Saved in:
6
Infinite variance stable moving averages with long memory
Kokoszka, Piotr S.
;
Taqqu, Murad S.
- In:
Journal of econometrics
73
(
1996
)
1
,
pp. 79-100
Persistent link: https://www.econbiz.de/10006793822
Saved in:
7
Bachelier and his times: A conversation with Bernard Bru
Taqqu, Murad S.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10008217238
Saved in:
8
Stock market prices and long-range dependence
Willinger, Walter
;
Taqqu, Murad S.
;
Teverovsky, Vadim
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10008218085
Saved in:
9
Option Pricing in ARCH-type Models
Kallsen, Jan
;
Taqqu, Murad S.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10008219353
Saved in:
10
Stable Non-Gaussian Random Processes
Knight, Keith
;
Samorodnitsky, Gennady
;
Taqqu, Murad S.
- In:
Econometric theory
13
(
1997
)
1
,
pp. 133-142
Persistent link: https://www.econbiz.de/10006999292
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->