EconStor >

Search Results

 
for  

Results 1-10 of 660.


Item hits:

DateTitle Authors
2004 Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott FilterSchlicht, Ekkehart
2008 Models for time-varying moments using maximum entropy applied to a generalized measure of volatilityHerrmann, Klaus
2009 Non-Extensitivity versus informative moments for financial models: a unifying framework and empirical resultsHerrmann, Klaus
2010 A necessary moment condition for the fractional functional central limit theoremJohansen, Søren / Ørregaard Nielsen, Morten
2010 Long memory and fractional integration in high frequency financial time seriesCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2006 A new mixed multiplicative-additive model for seasonal adjusmentArz, Stephanus
2004 Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak InstrumentsChao, John C. / Swanson, Norman R.
2008 A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statisticNielsen, Morten Ørregaard
2009 Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M modelChristensen, Bent Jesper / Nielsen, Morten Ørregaard / Zhu, Jie
2012 The role of initial values in nonstationary fractional time series modelsJohansen, Søren / Ørregaard Nielsen, Morten

1 2 3 4 5 6 7 8 9 10 Next