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Hauser, Michael; Trenkler, Götz; Maronna, Ricardo; … - In: Statistical Papers 42 (2001) 1, pp. 134-138

Persistent link: https://www.econbiz.de/10005167202

Fractional integration versus level shifts: the case of realized asset correlations

Bertram, Philip; Kruse, Robinson; Sibbertsen, Philipp - In: Statistical Papers 54 (2013) 4, pp. 977-991

Long memory has been widely documented for realized financial market volatility. As a novelty, we consider daily realized asset correlations and we investigate whether the observed persistence is (i) due to true long memory (i.e. fractional integration) or (ii) artificially generated by some...

Persistent link: https://www.econbiz.de/10010848079

Editors’ introduction

Sibbertsen, Philipp; Weißbach, Rafael - In: Statistical Papers 54 (2013) 4, pp. 907-909

Persistent link: https://www.econbiz.de/10010998638

Testing for a break in persistence under long-range dependencies and mean shifts

Sibbertsen, Philipp; Willert, Juliane - In: Statistical Papers 53 (2012) 2, pp. 357-370

Persistent link: https://www.econbiz.de/10010558279

Maronna, Ricardo; Sibbertsen, Philipp; Hübler, Olaf - In: Statistical Papers 44 (2003) 4, pp. 601-604

Persistent link: https://www.econbiz.de/10008533793

Sibbertsen, Philipp; Schultze, Roland; Maronna, Ricardo - In: Statistical Papers 45 (2004) 3, pp. 457-460

Persistent link: https://www.econbiz.de/10008533816

Long memory versus structural breaks: An overview

Sibbertsen, Philipp - In: Statistical Papers 45 (2004) 4, pp. 465-515

Persistent link: https://www.econbiz.de/10008533822

Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models

Krämer, Walter - In: Statistical Papers 52 (2011) 3, pp. 741-742

Persistent link: https://www.econbiz.de/10009324999

D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R

Krämer, Walter - In: Statistical Papers 55 (2014) 2, pp. 577-577

Persistent link: https://www.econbiz.de/10010998571

Kahneman, D. (2011): Thinking, Fast and Slow

Krämer, Walter - In: Statistical Papers 55 (2014) 3, pp. 915-915

Persistent link: https://www.econbiz.de/10010998581

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