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DateTitle Authors
2002 Residual Log-Periodogram Inference for Long-Run RelationshipsHassler, Uwe / Marmol, Francesc / Velasco, Carlos
2002 Monitoring structural change in dynamic econometric modelsZeileis, Achim / Leisch, Friedrich / Kleiber, Christian / Hornik, Kurt
2001 Log-periodogram estimation of the memory parameter of a long-memory process under trendSibbertsen, Philipp
2011 The extreme value theory as a tool to measure market riskAvdulaj, Krenar
2008 Volatility extraction using the Kalman filterKuchynka, Alexandr
2001 Stationarity and the existence of moments of a family of GARCH processesLing, Shiqing / MacAleer, Michael
2008 A Study on spurious long memory in nonlinear time series modelsKuswanto, Heri / Sibbertsen, Philipp
2014 Information Theoretic Optimality of Observation Driven Time Series ModelsBlasques, Francisco / Koopman, Siem Jan / Lucas, André
2014 Time Varying Transition Probabilities for Markov Regime Switching ModelsBazzi, Marco / Blasques, Francisco / Koopman, Siem Jan / Lucas, Andre
2009 Macroeconomic news, announcements, and stock market jump intensity dynamicsRangel, José Gonzalo

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