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Publications
2023
- E-pub ahead of print
A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks
Otto, P., Doğan, O. & Taşpınar, S., 8 Nov 2023, (E-pub ahead of print) In: Econometrics and Statistics.Research output: Contribution to journal › Article › Research › peer review
2021
- Published
Cyclical fractional cointegration
Voges, M. & Sibbertsen, P., Jul 2021, In: Econometrics and Statistics. 19, p. 114-129 16 p.Research output: Contribution to journal › Article › Research › peer review
2019
- Published
Model order selection in periodic long memory models
Leschinski, C. & Sibbertsen, P., Jan 2019, In: Econometrics and Statistics. 9, p. 78-94 17 p.Research output: Contribution to journal › Article › Research › peer review