Browsing All of EconStor by Author Kunst, Robert M.


Showing results 1 to 20 of 32
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Year of PublicationTitleAuthor(s)
1995Estimating the number of unit roots: A multiple decision approachKunst, Robert M.
1995Forecasting seasonally cointegrated systems: Supply response in Austrian agricultureJumah, Adusei; Kunst, Robert M.
1995On the role of seasonal intercepts in seasonal cointegrationFranses, Philip Hans; Kunst, Robert M.
1997Decision bounds for data-admissible seasonal modelsKunst, Robert M.
1998Unit roots, change, and decision boundsKunst, Robert M.
1999The effects of Dollar/Sterling exchange rate volatility of futures markets for coffee and cocoaJumah, Adusei; Kunst, Robert M.
2000Decisions on Seasonal Unit RootsKunst, Robert M.; Reutter, Michael
2001The effects of exchange-rate exposures on equity asset marketsJumah, Adusei; Kunst, Robert M.
2002Decision maps for bivariate time series with potential threshold cointegrationKunst, Robert M.
2002Testing for stationarity in a cointegrated systemKunst, Robert M.
2002On mean reversion in real interest rates: An application of threshold cointegrationJumah, Adusei; Kunst, Robert M.
2003Testing for relative predictive accuracy: A critical viewpointKunst, Robert M.
2004Modeling national accounts sub-aggregates: An application of non-linear error correctionJumah, Adusei; Kunst, Robert M.
2004Toward a theory of evaluating predictive accuracyKunst, Robert M.; Jumah, Adusei
2005Approaches for the joint evaluation of hypothesis tests: Classical testing, Bayes testing, and joint confirmationKunst, Robert M.
2005A diffusion approximation to the Markov chains model of the financial market and the expected riskless profit under selling of call and put optionsNagaev, Alexander V.; Nagaev, Sergei A.; Kunst, Robert M.
2005Forecasting aggregate demand in West African economies: The influence of immigrant remittance flows and of asymmetric error correctionJumah, Adusei; Kunst, Robert M.
2005A diffusion approximation for the riskless profit under selling of discrete time call options: Non-identically distributed jumpsNagaev, Alexander V.; Nagaev, Sergei A.; Kunst, Robert M.
2006Seasonal cycles in European agricultural commodity pricesJumah, Adusei; Kunst, Robert M.
2007Some evidence on the relevance of the chain-reaction theory in selected countriesHofer, Helmut; Kunst, Robert M.; Schwarzbauer, Wolfgang; Schuh, Ulrich; Snower, Dennis J.