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DateTitle Authors
1998 A Markov Switching CookbookMizrach, Bruce / Watkins, James
2005 Econometric methods of signal extractionPollock, Stephen
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
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
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

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