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1

Examining the profitability of automatic trading strategies with a focus on trend indicators

Reschenhofer, Erhard, Sinkovics, Thomas

Journal:

Quantitative Finance

Year:

2017

Language:

english

File:

PDF, 4.68 MB

english, 2017

2

Robust tests of the random walk hypothesis

Reschenhofer, Erhard

Journal:

Quantitative Finance

Year:

2004

Language:

english

File:

PDF, 153 KB

english, 2004

3

Evaluation of current research on stock return predictability

Reschenhofer, Erhard, Mangat, Manveer Kaur, Zwatz, Christian, Guzmics, Sandor

Journal:

Journal of Forecasting

Year:

2019

Language:

english

File:

PDF, 1.92 MB

english, 2019

4

Generalization of the Kolmogorov-Smirnov test

Erhard Reschenhofer

Journal:

Computational Statistics & Data Analysis

Year:

1997

Language:

english

File:

PDF, 431 KB

english, 1997

5

Volatility forecasts, proxies and loss functions

Reschenhofer, Erhard, Mangat, Manveer Kaur, Stark, Thomas

Journal:

Journal of Empirical Finance

Year:

2020

File:

PDF, 8.37 MB

2020

6

Use of Phase for the Detection of Hidden Periodicites

Dr. Erhard Reschenhofer

Journal:

Biometrical Journal

Year:

1995

Language:

english

File:

PDF, 338 KB

english, 1995

7

On the asymptotic behavior of Akaike's BIC

Erhard Reschenhofer

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 233 KB

english, 1996

8

Approximating the Bayes factor

Erhard Reschenhofer

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 248 KB

english, 1996

9

Estimation of the fractionally differencing parameter with the R/S method

Michael A. Hauser, Erhard Reschenhofer

Journal:

Computational Statistics & Data Analysis

Year:

1995

Language:

english

File:

PDF, 554 KB

english, 1995

10

Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures

Michael A. Hauser, Benedikt M. Pötscher, Erhard Reschenhofer

Journal:

Empirical Economics

Year:

1999

Language:

english

File:

PDF, 244 KB

english, 1999

11

Testing for cycles in multiple time series

Werner Ploberger, Erhard Reschenhofer

Journal:

Journal of Time Series Analysis

Year:

2010

Language:

english

File:

PDF, 624 KB

english, 2010

12

Identifying the determinants of foreign direct investment: a data-specific model selection approach

Erhard Reschenhofer, Michael Schilde, Eva Oberecker, Ellen Payr, Hasan T. Tandogan, Lea M. Wakolbinger

Journal:

Statistical Papers

Year:

2012

Language:

english

File:

PDF, 197 KB

english, 2012

13

Non-monotonic penalizing for the number of structural breaks

Erhard Reschenhofer, David Preinerstorfer, Lukas Steinberger

Journal:

Computational Statistics

Year:

2013

Language:

english

File:

PDF, 292 KB

english, 2013

14

Detecting fuzzy periodic patterns in futures spreads

Erhard Reschenhofer, Werner Ploberger, Georg V. Lehecka

Journal:

Statistical Papers

Year:

2014

Language:

english

File:

PDF, 368 KB

english, 2014

15

Detecting synchronous cycles in financial time series of unequal length

Reschenhofer, Erhard, Lingler, Michaela

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 8.70 MB

english, 2013

16

Robust testing for stationarity of global surface temperature

Reschenhofer, Erhard

Journal:

Journal of Applied Statistics

Year:

2013

Language:

english

File:

PDF, 220 KB

english, 2013

17

Modification of autoregressive fractionally integrated moving average models for the estimation of persistence

Reschenhofer, Erhard

Journal:

Journal of Applied Statistics

Year:

2000

Language:

english

File:

PDF, 151 KB

english, 2000

18

Modelling exchange rates: long-run dependence versus conditional heteroscedasticity

Hauser, Michael A., Kunst, Robert M., Reschenhofer, Erhard

Journal:

Applied Financial Economics

Year:

1994

Language:

english

File:

PDF, 429 KB

english, 1994

19

Behaviour of the length test for medium sample sizes

Dittrich, Regina, Reschenhofer, Erhard, Bomse, Immanuel M.

Journal:

Communication in Statistics- Theory and Methods

Year:

1993

Language:

english

File:

PDF, 301 KB

english, 1993

20

Prediction with vague prior knowledge

Reschenhofer, Erhard

Journal:

Communication in Statistics- Theory and Methods

Year:

1996

Language:

english

File:

PDF, 270 KB

english, 1996

21

Forecasting volatility: double averaging and weighted medians

Reschenhofer, Erhard

Journal:

International Journal of Computational Economics and Econometrics

Year:

2010

Language:

english

File:

PDF, 222 KB

english, 2010

22

IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION

Reschenhofer, Erhard

Journal:

Econometric Theory

Year:

1999

Language:

english

File:

PDF, 294 KB

english, 1999

23

Improved Estimation of the Expected Kullback-Leibler Discrepancy in Case of Misspecification

Erhard Reschenhofer

Journal:

Econometric Theory

Year:

1999

Language:

english

File:

PDF, 1.04 MB

english, 1999

24

Contrasting activity patterns of two related octopus species, Octopus macropus and Octopus vulgaris.

Meisel, Daniela V., Byrne, Ruth A., Kuba, Michael, Mather, Jennifer, Ploberger, Werner, Reschenhofer, Erhard

Journal:

Journal of Comparative Psychology

Year:

2006

Language:

english

File:

PDF, 1.14 MB

english, 2006

25

The Bimodality Principle

Reschenhofer, Erhard

Journal:

Journal of Statistics Education

Year:

2001

Language:

english

File:

PDF, 883 KB

english, 2001

26

Detecting long-range dependence with truncated ratios of periodogram ordinates

Reschenhofer, Erhard, Mangat, Manveer Kaur

Journal:

Communication in Statistics- Theory and Methods

Year:

2020

Language:

english

File:

PDF, 2.39 MB

english, 2020

27

Frequency-Domain Evidence for Climate Change

Mangat, Manveer Kaur, Reschenhofer, Erhard

Journal:

Year:

2020

File:

PDF, 526 KB

2020

28

Macroeconomic Forecasting with Factor-Augmented Adjusted Band Regression

ChudÃ½, Marek, Reschenhofer, Erhard

Journal:

Year:

2019

File:

PDF, 330 KB

2019

29

Reducing the Bias of the Smoothed Log Periodogram Regression for Financial High-Frequency Data

Reschenhofer, Erhard, Mangat, Manveer K.

Journal:

Year:

2020

File:

PDF, 354 KB

2020