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Results 1-10 of 33.

Year of Publication	Title	Author(s)
2011	Two competitive models and their identification problem: The ESTAR and TSTAR model	Heinen, Florian; Michael, Stefanie; Sibbertsen, Philipp
2019	A comparison of semiparametric tests for fractional cointegration	Leschinski, Christian; Voges, Michelle; Sibbertsen, Philipp
2019	Robust multivariate local whittle estimation and spurious fractional cointegration	Becker, Janis; Leschinski, Christian; Sibbertsen, Philipp
2011	About the impact of model risk on capital reserves: A quantitative analysis	Bertram, Philip; Sibbertsen, Philipp; Stahl, Gerhard
2019	The memory of beta factors	Becker, Janis; Hollstein, Fabian; Prokopczuk, Marcel; Sibbertsen, Philipp
2013	Testing for cointegration in a double-LSTR framework	Grote, Claudia; Sibbertsen, Philipp
2012	On tests for linearity against STAR models with deterministic trends	Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp
2010	Long memory and changing persistence	Kruse, Robinson; Sibbertsen, Philipp
2013	Testing for a break in the persistence in yield spreads of EMU government bonds	Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias
2017	The long memory of equity volatility: International evidence	Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp