Article
Publicly Available
Frontmatter
Published/Copyright:
January 30, 2016
Published Online: 2016-1-30
Published in Print: 2016-2-1
©2016 by De Gruyter
Articles in the same Issue
- Frontmatter
- Are US real house prices stationary? New evidence from univariate and panel data
- Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data
- Outliers and persistence in threshold autoregressive processes
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes
- Selecting the tuning parameter of the ℓ1 trend filter
Articles in the same Issue
- Frontmatter
- Are US real house prices stationary? New evidence from univariate and panel data
- Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data
- Outliers and persistence in threshold autoregressive processes
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes
- Selecting the tuning parameter of the ℓ1 trend filter
