Browsing All of EconStor by Author Sibbertsen, Philipp


Showing results 41 to 60 of 80
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Year of PublicationTitleAuthor(s)
2012A simple specification procedure for the transition function in persistent nonlinear time series modelsKaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp
2012Estimating the number of mean shifts under long memorySibbertsen, Philipp; Willert, Juliane
2013Testing for cointegration in a double-LSTR frameworkGrote, Claudia; Sibbertsen, Philipp
2013Testing for a break in the persistence in yield spreads of EMU government bondsSibbertsen, Philipp; Wegener, Christoph; Basse, Tobias
2013A unified framework for testing in the linear regression model under unknown order of fractional integrationChristensen, Bent Jesper; Kruse, Robinson; Sibbertsen, Philipp
2014Credit risk modeling under conditional volatilityRohde, Johannes; Sibbertsen, Philipp
2014Inference on the long-memory properties of time series with non-stationary volatilityDemetrescu, Matei; Sibbertsen, Philipp
2014Model order selection in seasonal/cyclical long memory modelsLeschinski, Christian; Sibbertsen, Philipp
2015Information criteria for nonlinear time series modelsRinke, Saskia; Sibbertsen, Philipp
2015Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR modelBertram, Philip; Ma, Jun; Sibbertsen, Philipp
2015A multivariate test against spurious long memorySibbertsen, Philipp; Leschinski, Christian; Holzhausen, Marie
2017The long memory of equity volatility: International evidenceNguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp
2017Origins of spurious long memoryLeschinski, Christian; Sibbertsen, Philipp
2017A simple test on structural change in long-memory time seriesWenger, Kai; Leschinski, Christian; Sibbertsen, Philipp
2017Die räumliche Flexibilität von Studierenden: Gründe für das Wanderungsverhalten von Studienanfänger/-innen zwischen den BundesländernSibbertsen, Philipp; Stöver, Britta
2017Change-in-mean tests in long-memory time series: A review of recent developmentsWenger, Kai; Leschinski, Christian; Sibbertsen, Philipp
2017The memory of volatilityWenger, Kai; Leschinski, Christian; Sibbertsen, Philipp
2017Seasonal long memory in intraday volatility and trading volume of Dow Jones stocksVoges, Michelle; Leschinski, Christian; Sibbertsen, Philipp
2017The memory of stock return volatility: Asset pricing implicationsNguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp
2018Integration and disintegration of EMU government bond marketsLeschinski, Christian; Voges, Michelle; Sibbertsen, Philipp