E-LIB Suche - Ergebnisse für: Sibbertsen, Philipp

1

The stability of government bond markets' equilibrium and t..:

Rodrigues, Paulo M. M. ; Sibbertsen, Philipp ; Voges, Michelle
Empirical Economics. , 2024

Link: https://doi.org/10.1007/..

2

Optimal forecasts in the presence of discrete structural br..:

Paza Mboya, Mwasi ; Sibbertsen, Philipp
Journal of Forecasting. 42 (2023) 7 - p. 1889-1908 , 2023

Link: https://doi.org/10.1002/..

3

Measuring macroeconomic convergence and divergence within E..:

Dräger, Lena ; Kolaiti, Theoplasti ; Sibbertsen, Philipp
Empirical Economics. 65 (2023) 5 - p. 2333-2356 , 2023

Link: https://doi.org/10.1007/..

4

Volatility-dependent probability weighting and the dynamics..:

Dierkes, Maik ; Krupski, Jan ; Schroen, Sebastian.
Review of Derivatives Research. 27 (2023) 1 - p. 1-35 , 2023

Link: https://doi.org/10.1007/..

5

Long Memory, Spurious Memory: Persistence in Range-Based Vo..:

Afzal, Alia ; Sibbertsen, Philipp
Open Economies Review. 34 (2022) 4 - p. 789-811 , 2022

Link: https://doi.org/10.1007/..

6

Modelling Short- and Long-Term Dependencies of Clustered Hi..:

Dissanayake, Pushpa ; Flock, Teresa ; Meier, Johanna.
Mathematics. 9 (2021) 21 - p. 2817 , 2021

Link: https://doi.org/10.3390/..

7

Integration and Disintegration of EMU Government Bond Marke..:

Leschinski, Christian ; Voges, Michelle ; Sibbertsen, Philipp
Econometrics. 9 (2021) 1 - p. 13 , 2021

Link: https://doi.org/10.3390/..

8

Real Exchange Rates and Fundamentals in a new Markov‐STAR M..:

Bertram, Philip ; Flock, Teresa ; Ma, Jun.
Oxford Bulletin of Economics and Statistics. 84 (2021) 2 - p. 356-379 , 2021

Link: https://doi.org/10.1111/..

9

Using a two-step framework for the investigation of storm i..:

Dissanayake, Pushpa ; Brown, Jennifer ; Sibbertsen, Philipp.
Coastal Engineering. 168 (2021) - p. 103939 , 2021

Link: https://doi.org/10.1016/..

10

The memory of beta:

Becker, Janis ; Hollstein, Fabian ; Prokopczuk, Marcel.
Journal of Banking & Finance. 124 (2021) - p. 106026 , 2021

Link: https://doi.org/10.1016/..

11

Volatility Transmission across Financial Markets: A Semipar..:

Kolaiti, Theoplasti ; Mboya, Mwasi ; Sibbertsen, Philipp
Journal of Risk and Financial Management. 13 (2020) 8 - p. 160 , 2020

Link: https://doi.org/10.3390/..

12

Cyclical fractional cointegration:

Voges, Michelle ; Sibbertsen, Philipp
Econometrics and Statistics. , 2020

Link: https://doi.org/10.1016/..

13

Distinguishing between breaks in the mean and breaks in per..:

Wingert, Simon ; Mboya, Mwasi Paza ; Sibbertsen, Philipp
Economics Letters. 193 (2020) - p. 109338 , 2020

Link: https://doi.org/10.1016/..

14

A comparison of semiparametric tests for fractional cointeg..:

Leschinski, Christian ; Voges, Michelle ; Sibbertsen, Philipp
Statistical Papers. 62 (2020) 4 - p. 1997-2030 , 2020

Link: https://doi.org/10.1007/..

15

The memory of stock return volatility: Asset pricing implic..:

Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Sibbertsen, Philipp
Journal of Financial Markets. 47 (2020) - p. 100487 , 2020

Link: https://doi.org/10.1016/..