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Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M. - In: Applied financial economics 7 (1997) 6, pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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Testing for converging deterministic seasonal variation in European industrial production
Kunst, Robert M.; Franses, Philip Hans - 1999
Persistent link: https://www.econbiz.de/10001495878
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Structuring volatile swiss interest rates : reconciling economic theory with empirical evidence?
Kunst, Robert M.; Polasek, Wolfgang - 1991
Persistent link: https://www.econbiz.de/10000833398
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Forecasting seasonally cointegrated systems: supply response in Austrian agriculture
Jumah, Adusei - 1995
Persistent link: https://www.econbiz.de/10000919493
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Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
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On mean reversion in real interest rates : an application of threshold cointegration
Jumah, Adusei; Kunst, Robert M. - 2002
Persistent link: https://www.econbiz.de/10001642276
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Forecasting aggregate demand in West African economies : the influence of immigrant remittance flows and of asymmetric error correction
Jumah, Adusei; Kunst, Robert M. - 2005
Persistent link: https://www.econbiz.de/10002626656
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Special issue on "Panel data: theory and application"
Baltagi, Badi H.; Fitzenberger, Bernd; Kunst, Robert M.; … - 2004
Persistent link: https://www.econbiz.de/10001863027
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Modeling national accounts sub-aggregates : an application of non-linear error correction
Jumah, Adusei; Kunst, Robert M. - 2004
Persistent link: https://www.econbiz.de/10001974056