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5 Einträge vorhanden
| 2000 – Nr. 6
SFB 373 Papers | Teyssière, Gilles; Spokoiny, Vladimir G.; Härdle, Wolfgang:
Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model | Metadaten
PDF |  | 1999 – Nr. 87
SFB 373 Papers | Teyssière, Gilles; Kokoszka, Piotr; Horvath, Lajos:
Empirical process of the squared residuals of an ARCH sequence | Metadaten
PDF | | 2000 – Nr. 57
SFB 373 Papers | Teyssière, Gilles:
Long-Memory Analysis | Metadaten
PDF | | 1999 – Nr. 5
SFB 373 Papers | Teyssière, Gilles:
Modelling Exchange Rates Volatility with Multivariate Long-Memory ARCH Processes | Metadaten
PDF | | 1999 – Nr. 81
SFB 373 Papers | Teyssière, Gilles; Leipus, Remigijus; Kokoszka, Piotr; Giraitis, Liudas:
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity | Metadaten
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