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  1. Multivariate lagrange multiplier tests for fractional integration
    Published: 22 Nov. 2002
    Publisher:  Univ. of Aarhus, Dep. of Economics, Aarhus

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 989 (2002.18)
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: [Elektronische Ressource]
    Series: Working paper / Department of Economics, University of Aarhus ; 2002,18
    Subjects: Zeitreihenanalyse; Multivariate Analyse; Einheitswurzeltest; Theorie; Lagrange Multiplier Test
    Scope: Online-Ressource, 24 p., text
    Notes:

    nBibliography

  2. Testing and modelling time series with time varying tails
    Published: [2021]
    Publisher:  University of Cambridge, Faculty of Economics, Cambridge

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    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VSP 1362
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Cambridge working paper in economics ; 2111
    Subjects: Heavy Tailed Distributions; Extreme Events; Score-Driven Models; Tail Index; Lagrange Multiplier Test; Financial Markets
    Scope: 1 Online-Ressource (circa 63 Seiten), Illustrationen