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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
2002 On Conditional Density Estimationde Gooijer, Jan G. / Zerom, Dawit
2006 A new mixed multiplicative-additive model for seasonal adjusmentArz, Stephanus
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.
2000 A fractionally integrated exponential model for UK unemploymentGil-Alaña, Luis A.
2000 Testing stochastic cycles in macroeconomic time seriesGil-Alaña, Luis A.

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