3

Dynamic hedging with futures: A copula-based GARCH model

Year:
2008
Language:
english
File:
PDF, 287 KB
english, 2008
11

Distinguishing between trend-break models: method and empirical evidence

Year:
2001
Language:
english
File:
PDF, 137 KB
english, 2001
31

Change-Point Estimation of Fractionally Integrated Processes

Year:
1998
Language:
english
File:
PDF, 661 KB
english, 1998
32

Long memory or structural changes: An empirical examination on inflation rates

Year:
2005
Language:
english
File:
PDF, 103 KB
english, 2005
33

A note on tests of partial parameter stability in the cointegrated system

Year:
2008
Language:
english
File:
PDF, 163 KB
english, 2008
34

The MOSUM of squares test for monitoring variance changes

Year:
2007
Language:
english
File:
PDF, 322 KB
english, 2007
35

Change point estimation in regressions with I(d) variables

Year:
2001
Language:
english
File:
PDF, 553 KB
english, 2001