|
|
EconStor >
Search Results
Results 131-140 of 672.
Item hits:
| Date | Title |
Authors |
| 2013 | Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rate | Caporale, Guglielmo Maria / Gil-Alana, Luis A. |
| 2012 | What moves the European carbon market? Insights from conditional jump models | Gronwald, Marc / Ketterer, Janina |
| 2012 | Why we should use high values for the smoothing parameter of the Hodrick-Prescott filter | Flaig, Gebhard |
| 2004 | Evaluating exponential GARCH models | Malmsten, Hans |
| 2002 | Forecasting with artificial network models | Rech, Gianluigi |
| 2002 | Error correction in DHSY | Eliasson, Ann-Charlotte / Teräsvirta, Timo |
| 1996 | Geldpolitik und Staatsverschuldung - welche Rolle spielt die Unabhängigkeit der Notenbank? | Solveen, Ralph |
| 2003 | Testing the unit root hypothesis against the logistic smooth transition autoregressive model | Eklund, Bruno |
| 2006 | Determining the number of breaks in a piecewise linear regression model | Strikholm, Birgit |
| 1998 | Unemployment dynamics: An unobserved components approach | Rünstler, Gerhard |
Back
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
Next
|