Modeling fractional cointegration between high and low stock prices in Asian countries von Afzal, Alia, Sibbertsen, Philipp

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A comparison of semiparametric tests for fractional cointegration von Leschinski, Christian, Voges, Michelle, Sibbertsen, Philipp

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Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights von Dissanayake, Pushpa, Flock, Teresa, Meier, Johanna, Sibbertsen, Philipp

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Integration and disintegration of EMU government bond markets von Leschinski, Christian, Voges, Michelle, Sibbertsen, Philipp

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An overview of modified semiparametric memory estimation methods von Busch, Marie, Sibbertsen, Philipp

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Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates von Afzal, Alia, Sibbertsen, Philipp

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Defining an exposure index along the Schleswig-Holstein Baltic Sea coast von Dissanayake, Pushpa, Amft, Johanna, Sibbertsen, Philipp

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The memory of volatility von R. Wenger, Kai, H. Leschinski, Christian, Sibbertsen, Philipp

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Cyclical fractional cointegration von Voges, Michelle, Sibbertsen, Philipp

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Testing for a break in the persistence in yield spreads of EMU government bonds von Sibbertsen, Philipp, Wegener, Christoph, Basse, Tobias

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Distinguishing between breaks in the mean and breaks in persistence under long memory von Wingert, Simon, Mboya, Mwasi Paza, Sibbertsen, Philipp

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The memory of beta von Becker, Janis, Hollstein, Fabian, Prokopczuk, Marcel, Sibbertsen, Philipp

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Using a two-step framework for the investigation of storm impacted beach/dune erosion von Dissanayake, Pushpa, Brown, Jennifer, Sibbertsen, Philipp, Winter, Christian

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Model order selection in periodic long memory models von Leschinski, Christian, Sibbertsen, Philipp

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A multivariate test against spurious long memory von Sibbertsen, Philipp, Leschinski, Christian, Busch, Marie

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Inference on the long-memory properties of time series with non-stationary volatility von Demetrescu, Matei, Sibbertsen, Philipp

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Measuring macroeconomic convergence and divergence within EMU using long memory von Dräger, Lena, Kolaiti, Theoplasti, Sibbertsen, Philipp

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A simple test on structural change in long-memory time series von Wenger, Kai, Leschinski, Christian, Sibbertsen, Philipp

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Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle von Dierkes, Maik, Krupski, Jan, Schroen, Sebastian, Sibbertsen, Philipp

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Real Exchange Rates and Fundamentals in a new Markov‐STAR Model von Bertram, Philip, Flock, Teresa, Ma, Jun, Sibbertsen, Philipp

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