Browsing All of EconStor by Author Kunst, Robert M.

Jump to a point in the index:
Showing results 1 to 20 of 29
 next >
Year of PublicationTitleAuthor(s)
1995 Estimating the number of unit roots: A multiple decision approachKunst, Robert M.
1995 Forecasting seasonally cointegrated systems: Supply response in Austrian agricultureJumah, Adusei; Kunst, Robert M.
1995 On the role of seasonal intercepts in seasonal cointegrationFranses, Philip Hans; Kunst, Robert M.
1997 Decision bounds for data-admissible seasonal modelsKunst, Robert M.
1998 Unit roots, change, and decision boundsKunst, Robert M.
1999 The effects of Dollar/Sterling exchange rate volatility of futures markets for coffee and cocoaJumah, Adusei; Kunst, Robert M.
2000 Decisions on Seasonal Unit RootsKunst, Robert M.; Reutter, Michael
2001 The effects of exchange-rate exposures on equity asset marketsJumah, Adusei; Kunst, Robert M.
2002 Testing for stationarity in a cointegrated systemKunst, Robert M.
2002 On mean reversion in real interest rates: An application of threshold cointegrationJumah, Adusei; Kunst, Robert M.
2002 Decision maps for bivariate time series with potential threshold cointegrationKunst, Robert M.
2003 Testing for relative predictive accuracy: A critical viewpointKunst, Robert M.
2004 Modeling national accounts sub-aggregates: An application of non-linear error correctionJumah, Adusei; Kunst, Robert M.
2004 Toward a theory of evaluating predictive accuracyKunst, Robert M.; Jumah, Adusei
2005 Forecasting aggregate demand in West African economies: The influence of immigrant remittance flows and of asymmetric error correctionJumah, Adusei; Kunst, Robert M.
2005 A diffusion approximation to the Markov chains model of the financial market and the expected riskless profit under selling of call and put optionsNagaev, Alexander V.; Nagaev, Sergei A.; Kunst, Robert M.
2005 Approaches for the joint evaluation of hypothesis tests: Classical testing, Bayes testing, and joint confirmationKunst, Robert M.
2005 A diffusion approximation for the riskless profit under selling of discrete time call options: Non-identically distributed jumpsNagaev, Alexander V.; Nagaev, Sergei A.; Kunst, Robert M.
2006 Seasonal cycles in European agricultural commodity pricesJumah, Adusei; Kunst, Robert M.
2007 Some evidence on the relevance of the chain-reaction theory in selected countriesHofer, Helmut; Kunst, Robert M.; Schwarzbauer, Wolfgang; Schuh, Ulrich; Snower, Dennis J.