Hauser, Michael A.

Article in Academic Journal

Hauser, Michael A. and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (2001) Forecasting high-frequency financial data with the ARFIMA-ARCH model. Journal of Forecasting, 20 (7), pp. 501-518.

Hauser, Michael A.; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 and Reschenhofer, Erhard (1994) Modelling exchange rates: long-run dependence versus conditional heteroscedasticity. Applied Financial Economics, 4 (3), pp. 233-239.

Book Contribution

Hauser, Michael A.; Hörmann, Wolfgang; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 and Lenneis, Jörg (1994) A Note on Generation, Estimation and Prediction of Stationary Processes. In: Dutter, Rudolf and Grossmann, Wilfried, (eds.) COMPSTAT - Proceedings in Computational Statistics 11th Symposium held in Vienna, Austria, 1994. Heidelberg: Physica-Verlag, pp. 323-328.

IHS Series

Hauser, Michael A. and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (May 1993) Fractionally Integrated Models With ARCH Errors. Closed Series > Forschungsberichte / Research Memoranda 322

Hauser, Michael A.; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 and Reschenhofer, Erhard (September 1992) Modeling Exchange Rates: Long-Run Dependence Versus Conditional Heteroscedasticity. Closed Series > Forschungsberichte / Research Memoranda 306

Research Report

Baumgartner, Sverre; Gerlich, Peter; Hauser, Michael A.; Heinrich, Erhardt; Kouba, Ernst; Kreisky, Eva; Matzka, Manfred; Scheer, Günter and Wottawa, Eva (1976) verwaltung in der demokratie; 2. teilbericht: bevoelkerung und verwaltung. vorauswertung der umfrage ueber das verwaltungsbild der bevoelkerung ; i.a. des bundeskanzleramtes. [Research Report] (Unpublished)