Erweiterte Suche der Leibniz Universität Hannover
Weitere Suchvorschläge: forecasting, forecast, window, Pesaran, break
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Publikationen
Volatility Transmission across Financial Markets A Semiparametric Analysis verfasst von Theoplasti Kolaiti, Mwasi Mboya, Philipp Sibbertsen Abstract This paper revisits the question whether volatilities of different markets and trading zones have a long run equilibrium in the sense that they are fractionally cointegrated.
26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Referent/Referentin M. Sc. Mwasi Mboya Betreuung: Prof.
26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Referent/Referentin M. Sc. Mwasi Mboya Betreuung: Prof.
26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Referent/Referentin M. Sc. Mwasi Mboya Betreuung: Prof.
26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Referent/Referentin M. Sc. Mwasi Mboya Betreuung: Prof.
Optimal forecasts in the presence of discrete structural breaks under long memory verfasst von Mwasi Paza Mboya, Philipp Sibbertsen Abstract We develop methods to obtain optimal forecast under long memory in the presence of a discrete structural break based on different weighting schemes for the observations.
Distinguishing between breaks in the mean and breaks in persistence under long memory verfasst von Simon Wingert, Mwasi Paza Mboya, Philipp Sibbertsen Abstract A procedure to discriminate between stationarity, a break in the mean and a break in persistence in a time series that may exhibit long memory is introduced.
In weiterführende Veranstaltungen bieten wir an: Ökonomie des Terrorismus, fortgeschrittene Makroökonomie und internationale Ökonomie. Aktuelle Meldungen 26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Referent/Referentin M. Sc. Mwasi Mboya Betreuung: Prof.
Finden und Orientieren Personensuche Stud.IP Vorlesungsverzeichnis Standortfinder Semestertermine Publikationen Aktuelle Meldungen 26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Referent/Referentin M. Sc. Mwasi Mboya Betreuung: Prof.
Team Lehre Forschung Seminare Events Aktuelle Meldungen Allgemeines 26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Referent/Referentin M. Sc. Mwasi Mboya Betreuung: Prof.
Aktuelle Meldungen Allgemeines 26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Referent/Referentin M. Sc. Mwasi Mboya Betreuung: Prof.
Das Institut forscht und lehrt auf den Gebieten Wirtschaftsinformatik, Energieinformatik, Operations Research, Energie und Mobilität 26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Speaker M. Sc. Mwasi Mboya Betreuung: Prof.
Finden und Orientieren Personensuche Standortfinder Publikationen Lehrveranstaltungsübersicht Stud.IP WiWi Semesterplaner Fokus Diversity Das CHERH Stellenangebote Aktuelle Meldungen 26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Referent/Referentin M. Sc. Mwasi Mboya Betreuung: Prof.
Unser Forschungsschwerpunkt sind empirische Analysen zu makroökonomischen Erwartungen von Haushalten, Zentralbankkommunikation und Household Finance. Aktuelle Meldungen 26 Jan 26. Jan. 2022 14:30 15:15 Mwasi Mboya Distinguishing between breaks in the mean and breaks in persistence under long memory Referent/Referentin M. Sc. Mwasi Mboya Betreuung: Prof.
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