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Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.; Phillips, Peter C. B.; Schmidt, Peter - 1991
Persistent link: https://www.econbiz.de/10000828125
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Moving average conditional heteroscedastic processes
Yang, Minxian; Bewley, Ronald A. - 1992
Persistent link: https://www.econbiz.de/10000840782
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A modified canonical correlation approach to approximate state space modelling
Heij, Christiaan; Roorda, B. - 1991
Persistent link: https://www.econbiz.de/10000842079
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On the relation between GARCH and stable processes
Vries, Casper G. de - 1990
Persistent link: https://www.econbiz.de/10000791413
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ARCH models as diffusion approximations
Nelson, Daniel B. - 1988
Persistent link: https://www.econbiz.de/10000766242
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ARCH models as diffusion approximations
Nelson, Daniel B. - 1990 - Rev. version of WP 88-69
Persistent link: https://www.econbiz.de/10000811121
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Gaussian estimation fo a contiuous time dynamic model with common stochastic trends
Simos, Theodore - 1995
Persistent link: https://www.econbiz.de/10000908401
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Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392
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Sind ökonomische Prozesse Irrfahrtprozesse?
Lorenzen, Gunter - In: Wirtschaftswissenschaft und Wirtschaftswirklichkeit, (pp. 169-179). 1998
Persistent link: https://www.econbiz.de/10001304246