Robinson Kruse
Robinson Kruse
Professor for Applied Statistics, University of Hagen
Bestätigte E-Mail-Adresse bei
Zitiert von
Zitiert von
A new unit root test against ESTAR based on a class of modified statistics
R Kruse
Statistical Papers 52 (1), 71-85, 2011
Testing for a break in persistence under long‐range dependencies
P Sibbertsen, R Kruse
Journal of Time Series Analysis 30 (3), 263-285, 2009
Time-varying persistence in real oil prices and its determinant
R Kruse, C Wegener
Energy Economics 85, 104328, 2020
The walking debt crisis
C Wegener, R Kruse, T Basse
Journal of Economic Behavior & Organization 157, 382-402, 2019
When bubbles burst: econometric tests based on structural breaks
J Breitung, R Kruse
Statistical Papers 54 (4), 911-930, 2013
Interest rate convergence in the EMS prior to European Monetary Union
M Frömmel, R Kruse
Journal of Policy Modeling 37 (6), 990-1004, 2015
Testing for a rational bubble under long memory
M Frömmel, R Kruse
Quantitative Finance 12 (11), 1723-1732, 2012
Unit roots, non-linearities and structural breaks
N Haldrup, R Kruse, T Teräsvirta, RT Varneskov
Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013
Discriminating between fractional integration and spurious long memory
N Haldrup, R Kruse
CREATES Research Papers, 2014
What do we know about real exchange rate nonlinearities?
R Kruse, M Frömmel, L Menkhoff, P Sibbertsen
Empirical Economics 43 (2), 457-474, 2012
Can realized volatility improve the accuracy of Value-at-Risk forecasts
R Kruse
Leibniz University of Hannover Working Paper, 2006
A modified test against spurious long memory
R Kruse
Economics Letters 135, 34-38, 2015
Fractional integration versus level shifts: the case of realized asset correlations
P Bertram, R Kruse, P Sibbertsen
Statistical Papers 54 (4), 977-991, 2013
Join the club! Dynamics of global ESG indices convergence
M Kerkemeier, R Kruse-Becher
Finance Research Letters 49, 103085, 2022
Long memory and changing persistence
R Kruse, P Sibbertsen
Economics Letters 114 (3), 268-272, 2012
Comparing Predictive Accuracy under Long Memory, With an Application to Volatility Forecasting
R Kruse, C Leschinski, M Will
Journal of Financial Econometrics 17 (2), 180-228, 2019
The power of unit root tests against nonlinear local alternatives
M Demetrescu, R Kruse
Journal of Time Series Analysis 34 (1), 40-61, 2013
Forecasting long memory time series under a break in persistence
F Heinen, P Sibbertsen, R Kruse
Diskussionsbeitrag, 2009
A simple specification procedure for the transition function in persistent nonlinear time series models
H Kaufmann, R Kruse, P Sibbertsen
Recent Advances in Estimating Nonlinear Models: With Applications in …, 2014
Explosive behaviour and long memory with an application to European bond yield spreads
R Kruse, C Wegener
Scottish Journal of Political Economy 66 (1), 139-153, 2019
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