EconStor >

Search Results

 
for  

Results 151-160 of 983.


Item hits:

DateTitle Authors
2013 Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2012 What moves the European carbon market? Insights from conditional jump modelsGronwald, Marc / Ketterer, Janina
2012 Why we should use high values for the smoothing parameter of the Hodrick-Prescott filterFlaig, Gebhard
2004 Evaluating exponential GARCH modelsMalmsten, Hans
2002 Forecasting with artificial network modelsRech, Gianluigi
2002 Error correction in DHSYEliasson, Ann-Charlotte / Teräsvirta, Timo
2003 Testing the unit root hypothesis against the logistic smooth transition autoregressive modelEklund, Bruno
2006 Determining the number of breaks in a piecewise linear regression modelStrikholm, Birgit
2001 Long-Run Links Among Money, Prices, and Output: World-Wide EvidenceReimers, Hans-Eggert / Herwartz, Helmut
2004 Testing for business cycle asymmetries based on autoregressions with a Markov-switching interceptKnüppel, Malte

Back 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 Next