Gilles Teyssière

Available identifiers

Publication	Date of Publication	Type
Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels	2016-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q3400726	2010-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3400728	2010-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3400729	2010-02-05	Paper
Testing for bubbles and change-points	2008-11-06	Paper
The increment ratio statistic	2008-03-11	Paper
Detection of multiple change-points in multivariate time series	2008-02-18	Paper
A LARCH(∞) Vector Valued Process	2007-01-09	Paper
Microeconomic Models for Long Memory in the Volatility of Financial Time Series	2006-01-27	Paper
Computational Science - ICCS 2004	2005-12-23	Paper
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals	2005-05-09	Paper
https://portal.mardi4nfdi.de/entity/Q4811632	2004-09-06	Paper
On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives	2003-12-09	Paper
Rescaled variance and related tests for long memory in volatility and levels	2003-04-09	Paper
Empirical process of the squared residuals of an ARCH sequence	2002-11-14	Paper
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity.	2000-01-01	Paper

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