Browsen in EconStor gesamt nach Autor:innen Teyssière, Gilles
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| Erscheinungsjahr | Titel | Autor:innen |
| 1999 | Modelling exchange rates volatility with multivariate long-memory ARCH processes | Teyssière, Gilles |
| 1999 | Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity | Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles |
| 1999 | Empirical process of the squared residuals of an ARCH sequence | Horvath, Lajos; Kokoszka, Piotr; Teyssière, Gilles |
| 2000 | Long-memory analysis | Teyssière, Gilles |
| 2000 | Adaptive estimation for a time inhomogeneous stochastic-volatility model | Härdle, Wolfgang; Spokoiny, Vladimir G.; Teyssière, Gilles |
