Auflistung nach Schlagwort "Fraktionale Kointegration"

Auflistung nach Schlagwort "Fraktionale Kointegration"

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  • Essays on fractional cointegration and long memory time series 
    Mboya, Mwasi (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2022)
    This dissertation contains three essays on distinguishing between structural breaks under long memory, testing for fractional cointegration relationship between the financial markets and developing optimal forecast methods ...
  • Essays on fractional cointegration and seasonal long memory 
    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 ...
  • Essays on fractional cointegration and spurious long memory 
    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 ...