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New Approaches for Modeling Risk in Macroeconomics - The Risky Steady State
Coeurdacier, Nicolas; Rey, Hélène; Winant, Pablo - In: The American economic review 101 (2011) 3, pp. 398-402
Persistent link: https://www.econbiz.de/10009163002
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WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
Nze, Patrick Ango; Doukhan, Paul - In: Econometric theory 20 (2004) 6, pp. 995-1045
Persistent link: https://www.econbiz.de/10006962808
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Corrigendum to #8220Rescaled variance and related tests for long memory in volatility and levels#8221
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; … - In: Journal of econometrics 126 (2005) 2, pp. 571-572
Persistent link: https://www.econbiz.de/10006752665
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Microeconomic models for long memory in the volatility of financial time series
Kirman, Alan; Teyssière, Gilles - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 4, pp. 281-302
Persistent link: https://www.econbiz.de/10009949765
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Rescaled variance and related tests for long memory in volatility and levels
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; … - In: Journal of econometrics 112 (2003) 2, pp. 265-294
Persistent link: https://www.econbiz.de/10006764510
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Structural time series modelling with STAMP 6.02
Teyssière, Gilles - In: Journal of applied econometrics 20 (2005) 4, pp. 571
Persistent link: https://www.econbiz.de/10006959376