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DateTitle Authors
2006 Long memory with Markov-Switching GARCHKrämer, Walter
2002 Seasonal Unit Root Tests under Structural BreaksHassler, Uwe / Rodrigues, Paulo M. M.
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
2012 The Determinants of Australian Exchange Rate: A Time Series AnalysisAtif, Syed Muhammad / Sauytbekova, Moldir / Macdonald, James

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