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Microeconomic models for long memory in the volatility of financial time series
Kirman, Alan P. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 4, pp. 281-302
Persistent link: https://www.econbiz.de/10001769757
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Microeconomic models for long-memory in the volatility of financial time series
Kirman, Alan P.; Teyssière, Gilles - 2002
Persistent link: https://www.econbiz.de/10001720507
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Long Memory in Economics
Teyssière, Gilles (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10013520559
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The microeconomic foundations of instability in financial markets
Kirman, Alan P. - In: Long memory in economics : with 50 tables, (pp. 311-344). 2006
Persistent link: https://www.econbiz.de/10003375653
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
Barnett, William A. (ed.); Kirman, Alan P. (contributor);  … - 1996 - 1. publ.
Persistent link: https://www.econbiz.de/10013493728
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Structural time series modelling with stamp 6.02
Teyssière, Gilles; David, Martin Heidenhain - In: Journal of applied econometrics 20 (2005) 4, pp. 571-577
Persistent link: https://www.econbiz.de/10002988010
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Long-memory analysis
Teyssière, Gilles - 2000
Persistent link: https://www.econbiz.de/10009611554
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Long memory analysis
Teyssière, Gilles - 2000
Persistent link: https://www.econbiz.de/10001508112
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Change-point detection in GARCH models : asymptotic and bootstrap tests
Kokoszka, Piotr; Teyssière, Gilles - 2002
Persistent link: https://www.econbiz.de/10001732866
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Long memory in economics : with 50 tables
Teyssière, Gilles (contributor) - 2006
Persistent link: https://www.econbiz.de/10002123313