Found: 27
Select item for more details and to access through your institution.
Testing for a break in persistence under long-range dependencies.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 3, p. 263, doi. 10.1111/j.1467-9892.2009.00611.x
- By:
- Publication type:
- Article
Empirical likelihood confidence intervals for the mean of a long-range dependent process.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 4, p. 576, doi. 10.1111/j.1467-9892.2006.00526.x
- By:
- Publication type:
- Article
S-Estimation in the Linear Regression Model with Long-memory Error Terms Under Trend.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 3, p. 353, doi. 10.1111/1467-9892.00228
- By:
- Publication type:
- Article
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany.
- Published in:
- Annals of Operations Research, 2019, v. 282, n. 1/2, p. 407, doi. 10.1007/s10479-019-03326-8
- By:
- Publication type:
- Article
Volatility Transmission across Financial Markets: A Semiparametric Analysis.
- Published in:
- Journal of Risk & Financial Management, 2020, v. 13, n. 8, p. 1, doi. 10.3390/jrfm13080160
- By:
- Publication type:
- Article
Integration and Disintegration of EMU Government Bond Markets.
- Published in:
- Econometrics (2225-1146), 2021, v. 9, n. 1, p. 13, doi. 10.3390/econometrics9010013
- By:
- Publication type:
- Article
An Overview of Modified Semiparametric Memory Estimation Methods.
- Published in:
- Econometrics (2225-1146), 2018, v. 6, n. 1, p. 13, doi. 10.3390/econometrics6010013
- By:
- Publication type:
- Article
Modeling water flow of the Rhine River using seasonal long memory.
- Published in:
- Water Resources Research, 2003, v. 39, n. 5, p. n/a, doi. 10.1029/2002WR001697
- By:
- Publication type:
- Article
Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights.
- Published in:
- Mathematics (2227-7390), 2021, v. 9, n. 21, p. 2817, doi. 10.3390/math9212817
- By:
- Publication type:
- Article
Optimal forecasts in the presence of discrete structural breaks under long memory.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1889, doi. 10.1002/for.2988
- By:
- Publication type:
- Article
Weak identification in the ESTAR model and a new model.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 238, doi. 10.1111/jtsa.12008
- By:
- Publication type:
- Article
Information criteria for nonlinear time series models.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2016, v. 20, n. 3, p. 325, doi. 10.1515/snde-2015-0026
- By:
- Publication type:
- Article
Real Exchange Rates and Fundamentals in a new Markov‐STAR Model*.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2022, v. 84, n. 2, p. 356, doi. 10.1111/obes.12467
- By:
- Publication type:
- Article
Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle.
- Published in:
- Review of Derivatives Research, 2024, v. 27, n. 1, p. 1, doi. 10.1007/s11147-023-09197-3
- By:
- Publication type:
- Article
Measuring macroeconomic convergence and divergence within EMU using long memory.
- Published in:
- Empirical Economics, 2023, v. 65, n. 5, p. 2333, doi. 10.1007/s00181-023-02426-6
- By:
- Publication type:
- Article
Modeling fractional cointegration between high and low stock prices in Asian countries.
- Published in:
- Empirical Economics, 2021, v. 60, n. 2, p. 661, doi. 10.1007/s00181-019-01784-4
- By:
- Publication type:
- Article
What do we know about real exchange rate nonlinearities?
- Published in:
- Empirical Economics, 2012, v. 43, n. 2, p. 457, doi. 10.1007/s00181-010-0431-2
- By:
- Publication type:
- Article
Long memory in volatilities of German stock returns.
- Published in:
- Empirical Economics, 2004, v. 29, n. 3, p. 477, doi. 10.1007/s00181-003-0179-z
- By:
- Publication type:
- Article
THE DYNAMICS OF REAL EXCHANGE RATES: A RECONSIDERATION.
- Published in:
- Journal of Applied Econometrics, 2014, v. 29, n. 5, p. 758, doi. 10.1002/jae.2336
- By:
- Publication type:
- Article
Long memory versus structural breaks: An overview.
- Published in:
- Statistical Papers, 2004, v. 45, n. 4, p. 465, doi. 10.1007/BF02760564
- By:
- Publication type:
- Article
Theory and Applications of Long-Range Dependence.
- Published in:
- 2003
- By:
- Publication type:
- Book Review
Elementary Calculus with Finance in View (Book).
- Published in:
- 2000
- By:
- Publication type:
- Book Review
Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates.
- Published in:
- Open Economies Review, 2023, v. 34, n. 4, p. 789, doi. 10.1007/s11079-022-09686-2
- By:
- Publication type:
- Article
A comparison of semiparametric tests for fractional cointegration.
- Published in:
- Statistical Papers, 2021, v. 62, n. 4, p. 1997, doi. 10.1007/s00362-020-01169-1
- By:
- Publication type:
- Article
Fractional integration versus level shifts: the case of realized asset correlations.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 977, doi. 10.1007/s00362-013-0513-2
- By:
- Publication type:
- Article
Editors' introduction.
- Published in:
- 2013
- By:
- Publication type:
- Editorial
Testing for a break in persistence under long-range dependencies and mean shifts.
- Published in:
- Statistical Papers, 2012, v. 53, n. 2, p. 357, doi. 10.1007/s00362-010-0342-5
- By:
- Publication type:
- Article