EconStor >

Search Results


Results 21-30 of 983.

Item hits:

DateTitle Authors
1998 A Markov Switching CookbookMizrach, Bruce / Watkins, James
2005 A necessary and sufficient condition for the strict stationarity of a family of GARCH processesMeitz, Mika
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
2006 A new mixed multiplicative-additive model for seasonal adjusmentArz, Stephanus
2004 Forecasting Daily Time Series using Periodic Unobserved Components Time Series ModelsKoopman, Siem Jan / Ooms, Marius
2008 A powerful tuning parameter free test of the autoregressive unit root hypothesisNielsen, Morten
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.

Back 1 2 3 4 5 6 7 8 9 10 11 12 Next