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~subject:"Schätztheorie"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~type_genre:"Hochschulschrift"
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Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
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1997
Persistent link: https://www.econbiz.de/10000958387
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A new non-linear GARCH model
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000958392
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3
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
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1998
Persistent link: https://www.econbiz.de/10000984101
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4
Statistical properties of GARCH processes
He, Changli
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1997
Persistent link: https://www.econbiz.de/10000975043
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5
Modelling economic high-frequency time series
Lundbergh, Stefan
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1999
Persistent link: https://www.econbiz.de/10001401660
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On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
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1998
Persistent link: https://www.econbiz.de/10001372216
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