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Institute of Statistics

Organisational unit: Institute

Type of address: Visitor address.
Königsworther Platz 1
30167
Hannover
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1 - 20 out of 64Page size: 20

Publications

  1. 2024
  2. Published

    The stability of government bond markets’ equilibrium and the interdependence of lending rates

    Rodrigues, P. M. M., Sibbertsen, P. & Voges, M., Dec 2024, In: Empirical economics. 67, 6, p. 2503–2538 36 p.

    Research output: Contribution to journal › Article › Research › peer review

  3. Published

    Defining an exposure index along the Schleswig-Holstein Baltic Sea coast

    Dissanayake, P., Amft, J. & Sibbertsen, P., Oct 2024, In: Marine geology. 476, 29 p., 107382.

    Research output: Contribution to journal › Article › Research › peer review

  4. Published

    Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle

    Dierkes, M., Krupski, J., Schroen, S. & Sibbertsen, P., Apr 2024, In: Review of derivatives research. 27, 1, p. 1-35 35 p.

    Research output: Contribution to journal › Article › Research › peer review

  5. 2023
  6. Published

    Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates

    Afzal, A. & Sibbertsen, P., Sept 2023, In: Open economies review. 34, 4, p. 789-811 23 p.

    Research output: Contribution to journal › Article › Research › peer review

  7. Published

    Discrepancy-based inference for intractable generative models using Quasi-Monte Carlo

    Niu, Z., Meier, J. & Briol, F. X., 2023, In: Electronic journal of statistics. 17, 1, p. 1411-1456 46 p.

    Research output: Contribution to journal › Article › Research › peer review

  8. Published

    Essays on persistence and volatility in financial time series

    Hirsch, T. R. M. F., 2023, Hannover. 169 p.

    Research output: Thesis › Doctoral thesis

  9. Published

    Essays on time series analysis and statistical machine learning

    Meier, J., 2023, Hannover. 57 p.

    Research output: Thesis › Doctoral thesis

  10. Published

    Essays on Time Series Analysis in the Context of Climate Change

    Flock, T., 2023, Hannover. 78 p.

    Research output: Thesis › Doctoral thesis

  11. 2022
  12. Published

    Perioperative morbidity of different operative approaches in early cervical carcinoma: a systematic review and meta-analysis comparing minimally invasive versus open radical hysterectomy

    Kampers, J., Gerhardt, E., Sibbertsen, P., Flock, T., Hertel, H., Klapdor, R., Jentschke, M. & Hillemanns, P., Aug 2022, In: Archives of Gynecology and Obstetrics. 306, 2, p. 295-314 20 p.

    Research output: Contribution to journal › Review article › Research › peer review

  13. Published

    Real Exchange Rates and Fundamentals in a new Markov-STAR Model*

    Bertram, P., Flock, T., Ma, J. & Sibbertsen, P., 17 Mar 2022, In: Oxford Bulletin of Economics and Statistics. 84, 2, p. 356-379 24 p.

    Research output: Contribution to journal › Article › Research › peer review

  14. Published

    Essays on Applied Time Series in Macroeconomics and Finance

    Kolaiti, T., 2022, Hannover. 67 p.

    Research output: Thesis › Doctoral thesis

  15. Published

    Essays on fractional cointegration and long memory time series

    Mboya, M. P., 2022, Hannover.

    Research output: Thesis › Doctoral thesis

  16. 2021
  17. Published

    Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights

    Dissanayake, P., Flock, T., Meier, J. & Sibbertsen, P., 5 Nov 2021, In: Mathematics. 9, 21, 2817.

    Research output: Contribution to journal › Article › Research › peer review

  18. Published

    Protective operative techniques in radical hysterectomy in early cervical carcinoma and their influence on disease-free and overall survival: a systematic review and meta-analysis of risk groups

    Kampers, J., Gerhardt, E., Sibbertsen, P., Flock, T., Klapdor, R., Hertel, H., Jentschke, M. & Hillemanns, P., Sept 2021, In: Archives of Gynecology and Obstetrics. 304, 3, p. 577-587 11 p.

    Research output: Contribution to journal › Review article › Research › peer review

  19. Published

    Using a two-step framework for the investigation of storm impacted beach/dune erosion

    Dissanayake, P., Brown, J., Sibbertsen, P. & Winter, C., Sept 2021, In: Coastal engineering. 168, 103939.

    Research output: Contribution to journal › Article › Research › peer review

  20. Published

    A comparison of semiparametric tests for fractional cointegration

    Leschinski, C., Voges, M. & Sibbertsen, P., Aug 2021, In: Statistical Papers. 62, 4, p. 1997–2030 34 p.

    Research output: Contribution to journal › Article › Research › peer review

  21. Published

    Cyclical fractional cointegration

    Voges, M. & Sibbertsen, P., Jul 2021, In: Econometrics and Statistics. 19, p. 114-129 16 p.

    Research output: Contribution to journal › Article › Research › peer review

  22. Published

    Integration and disintegration of emu government bond markets

    Leschinski, C., Voges, M. & Sibbertsen, P., 15 Mar 2021, In: Econometrics. 9, 1, 13.

    Research output: Contribution to journal › Article › Research › peer review

  23. Published

    The memory of beta

    Becker, J., Hollstein, F., Prokopczuk, M. & Sibbertsen, P., Mar 2021, In: Journal of Banking and Finance. 124, 106026.

    Research output: Contribution to journal › Article › Research › peer review

  24. Published

    Modeling fractional cointegration between high and low stock prices in Asian countries

    Afzal, A. & Sibbertsen, P., Feb 2021, In: Empirical Economics. 60, 2, p. 661-682 22 p.

    Research output: Contribution to journal › Article › Research › peer review

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