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Leibniz Universität Hannover
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät - Hannover Economic Papers (HEP), Leibniz Universität Hannover
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2017
A simple test on structural change in long-memory time series
Wenger, Kai
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Leschinski, Christian
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Sibbertsen, Philipp
2017
Change-in-mean tests in long-memory time series: A review of recent developments
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
2017
The memory of volatility
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
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3
Leschinski, Christian