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Zeitreihenanalyse
Sibbertsen, Philipp - In: Statistik in Deutschland : 100 Jahre Deutsche …, (pp. 165-175). 2011
Persistent link: https://www.econbiz.de/10008808130
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Asymptotic equivalence of ordinary lest squares and generalized least squares with trending regressors and stationary autoregressive disturbances
Krämer, Walter - In: Econometrics in theory and practice : Festschrift for …, (pp. 137-142). 1998
Persistent link: https://www.econbiz.de/10001301449
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Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
Wegener, Christoph; Basse, Tobias; Sibbertsen, Philipp; … - In: Application of operations research to financial markets, (pp. 407-426). 2019
Persistent link: https://www.econbiz.de/10012160047
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Seasonal long memory in intra-day volatility and trading volume of Dow Jones stocks
Voges, Michelle; Leschinski, Christian; Sibbertsen, Philipp - In: International financial markets, (pp. 200-224). 2019
Persistent link: https://www.econbiz.de/10012249050
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Liquidity risk premia in times of crisis - empirical evidence from the German covered bond market
Wegener, Christoph; Basse, Tobias; Sibbertsen, Philipp - In: Essays on empirical finance in times of crises : …, (pp. 28-42). 2016
Persistent link: https://www.econbiz.de/10011633906
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Testing for cointegration in a Double-LSTR framework
Grote, Claudia; Sibbertsen, Philipp - In: Empirical economic and financial research : theory, …, (pp. 437-450). 2015
Persistent link: https://www.econbiz.de/10010490085
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A simple specification procedure for the transition function in persistent nonlinear time series models
Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp - In: Recent advances in estimating nonlinear models : with …, (pp. 169-191). 2014
Persistent link: https://www.econbiz.de/10011406769
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Some pitfalls in using empirical autocorrelations to test for zero correlation among common stock returns
Krämer, Walter - In: Econometric analysis of financial markets, (pp. 1-10). 1994
Persistent link: https://www.econbiz.de/10001284440
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Altersbezogene Rationierung von Gesundheitsleistungen?
Breyer, Friedrich; Schultheiss, Carlo - In: Rationierung im Gesundheitswesen und ihre Alternativen …, (pp. 169-193). 2003
Persistent link: https://www.econbiz.de/10001858830
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Eine Evaluation des REACH-Programms der EU : Regulierung der Chemieindustrie aus der Sicht der Statistik
Krämer, Walter - In: Empirische Wirtschaftsforschung heute : Festschrift …, (pp. 267-273). 2009
Persistent link: https://www.econbiz.de/10003904693