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Results 31-40 of 670.
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| Date | Title |
Authors |
| 2000 | A fractionally integrated exponential model for UK unemployment | Gil-Alaña, Luis A. |
| 2000 | Testing stochastic cycles in macroeconomic time series | Gil-Alaña, Luis A. |
| 2000 | Fourth moments of multivariate GARCH processes | Hafner, Christian M. |
| 2000 | A fractionally integrated model with a mean shift for the US and the UK real oil prices | Gil-Alaña, Luis A. |
| 2000 | A generalized fractional time series model | Gil-Alaña, Luis A. |
| 2009 | Non-Extensitivity versus informative moments for financial models: a unifying framework and empirical results | Herrmann, Klaus |
| 2008 | Models for time-varying moments using maximum entropy applied to a generalized measure of volatility | Herrmann, Klaus |
| 2004 | Finite sample of the Durbin-Watson test against fractionally integrated disturbances | Kleiber, Christian / Krämer, Walter |
| 2008 | Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components | Liu, Ruipeng / Di Matteo, Tiziana / Lux, Thomas |
| 2009 | Monetary policy implementation and overnight rate persistence | Nautz, Dieter / Scheithauer, Jan |
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