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DateTitle Authors
2004 Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD modelsMeitz, Mika / Saikkonen, Pentti
2006 Stability of nonlinear AR-GARCH modelsMeitz, Mika / Saikkonen, Pentti
2006 An introduction to univariate GARCH modelsTeräsvirta, Timo
2005 Orthogonality conditions for non-dyadic wavelet analysisPollock, Stephen / Cascio, Iolanda Lo
2002 A note on covariance stationarity conditions for dynamic random coefficient modelsKapetanios, George
2008 A powerful tuning parameter free test of the autoregressive unit root hypothesisNielsen, Morten
2005 Unit root testingWolters, Jürgen / Hassler, Uwe
2006 A new mixed multiplicative-additive model for seasonal adjusmentArz, Stephanus
2001 Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rateGil-Alaña, Luis A.
2001 Forecasting the real output using fractionally integrated techniquesGil-Alaña, Luis A.

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