Browsing by Subject "Fraktionale Kointegration"

Browsing by Subject "Fraktionale Kointegration"

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  • Voges, Michelle (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2019)
    This thesis contains five essays on fractional cointegration, seasonal fractional cointegration and seasonal long memory. After an introduction in the first Chapter, Chapter 2 reviews competing tests for fractional ...
  • Afzal, Alia (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2019)
    This thesis contains four essays on fractional cointegration and spurious long memory following the introduction and related literature in the first chapter. Chapter 2 provides an analysis of fractional integration and ...