Auflistung Dissertationen nach Schlagwort "Fractional Cointegration"

Auflistung Dissertationen nach Schlagwort "Fractional Cointegration"

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  • Essays on applied time series in macroeconomics and finance 
    Kolaiti, Theoplasti (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2022)
    This dissertation is organized in four chapters. Chapter 1 introduces the methodology used and briefly describes each chapter. Chapters 2 and 3 test for the existence of fractional cointegration relationships with applications ...
  • Essays on financial time series with a focus on high-frequency data 
    Becker, Janis (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2020)
    This thesis contains six essays on financial time series. Special attention is paid to the opportunities that high-frequency data offers for modeling and forecasting the return and the risk, measured by the volatility or ...
  • 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 ...

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