Narrow search
Showing 1 - 4 of 4
Cover Image
Locally stationary volatility modelling
Van Bellegem, Sébastien - 2011
Persistent link: https://www.econbiz.de/10009385331
Cover Image
Forecasting economic time series with unconditional time-varying variance
Van Bellegem, Sébastien; Sachs, Rainer von - In: International journal of forecasting 20 (2004) 4, pp. 611-627
Persistent link: https://www.econbiz.de/10002434284
Cover Image
Nonparametric Beta kernel estimator for long memory time series
Bouezmarni, Taoufik; Van Bellegem, Sébastien - 2009
Persistent link: https://www.econbiz.de/10009762635
Cover Image
Nonparametric Beta kernel estimator for long memory time series
Bouezmarni, Taoufik; Van Bellegem, Sébastien - 2011
Persistent link: https://www.econbiz.de/10008934759