Hauser, Michael A.
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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 [Research Report] (Unpublished)