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DateTitle Authors
2010 Estimating persistence in the volatility of asset returns with signal plus noise modelsCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2001 Bias Correction in a Stable AD(1,1) Modelvan Giersbergen, Noud P.A.
2013 Testing the preferred-habitat theory: The role of time-varying risk aversionStrohsal, Till
2009 Long memory in US real output per capitaCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2010 US disposable personal income and housing price index: A fractional integration analysisCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2006 Forecasting euro-area variables with German pre-EMU dataBrüggemann, Ralf / Lütkepohl, Helmut / Marcellino, Massimiliano
2012 On tests for linearity against STAR models with deterministic trendsKaufmann, Hendrik / Kruse, Robinson / Sibbertsen, Philipp
2007 What explains Germany's rebounding export market share?Danninger, Stephan / Joutz, Fred
2007 The Fisher/Cobb-Douglas paradox, factor shares, and cointegrationChirinko, Robert S. / Mallick, Debdulal
2008 Long memory with Markov-Switching GARCHKrämer, Walter

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