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Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
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The asymmetry and fractional integration of the unemployment rate in Albania
Shalari, Ornela
;
Laho, Emmelinda
;
Gumeni, Anita
- In:
International journal of economic policy in emerging …
8
(
2015
)
3
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pp. 229-244
Persistent link: https://www.econbiz.de/10011506047
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Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
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pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
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