TY  - JOUR
A1  - Strohe, Hans Gerhard
T1  - Zwischen Parteilichkeit und Wissenschaft : zur Statistikausbildung von Wirtschaftswissenschaftlern in der DDR = Between party and science : teaching statistics to GDR students of economics
Y1  - 1997
ER  - 
TY  - JOUR
A1  - Strohe, Hans Gerhard
A1  - Achsani, Noer Azam
T1  - Zusammenhang zwischen den Börsen Osteuropas und ausgewählten internationalen Wertpapiermärkten
Y1  - 2005
SN  - 1814 - 4802
ER  - 
TY  - JOUR
A1  - Strohe, Hans Gerhard
T1  - Zur Statistik der wirtschaftlichen Entwicklung in Ostdeutschland am Beispiel des Landes Brandenburg
Y1  - 1997
SN  - 3-87988-250-9
ER  - 
TY  - JOUR
A1  - Strohe, Hans Gerhard
T1  - Weitere Anmerkungen zu Peter v.d. Lippe und Sybille Schmerbach
Y1  - 2003
SN  - 0002-6018
ER  - 
TY  - JOUR
A1  - Strohe, Hans Gerhard
T1  - Weiche Modellierung umweltökonomischer Zusammenhänge
Y1  - 1993
SN  - 0002-6018
ER  - 
TY  - BOOK
A1  - Kunze, Karl-Kuno
A1  - Strohe, Hans Gerhard
T1  - Time-varying persistence in the German stock market
N2  - This paper studies the persistence of daily returns of 21 German stocks from 1960 to 2008. We apply a widely used test based upon the modified R/S-Method by Lo [1991]. As an extension to Lux [1996] and Carbone et al. [2004] and in analogy to moving average or moving volatility, the statistics is calculated for moving windows of length 4, 8, and 16 years for every time series. Periods of persistence or long memory in returns can be found in some but not all time series. Robustness of results is verified by investigating stationarity and short memory effects.
T3  - Statistische Diskussionsbeiträge - 37 
KW  - Persistenz
KW  - Aktienmarkt
KW  - persistence
KW  - stock market
Y1  - 2010
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-42046
ER  - 
TY  - BOOK
A1  - Strohe, Hans Gerhard
T1  - Time Series Analysis : Textbook for Students of Economics and Business Administration
Y1  - 2004
UR  - http://www.uni-potsdam.de/statoek/documents/zeitr/Time_Series_Analysis_Script2.pdf
PB  - Univ.
CY  - Potsdam
ER  - 
TY  - BOOK
A1  - Strohe, Hans Gerhard
T1  - Time series analysis
BT  - textbook for students of economics and business administration ; [part 2]
KW  - Zeitreihenanalyse
KW  - Stationärer Prozess
KW  - Spektraldichte
KW  - Autokorrelation
KW  - Time Series Analysis
KW  - Stationary Stochastic Processes
KW  - ARMA Processes
KW  - Autocorrelation
KW  - Spectral Density
KW  - ARIMA Models
KW  - ARCH
KW  - GARCH
Y1  - 2004
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6601
ER  - 
TY  - JOUR
A1  - Strohe, Hans Gerhard
T1  - The use of confidential industrial microdata of the Brandenburg official statistics for modelling regional economics : a project report
Y1  - 2000
ER  - 
TY  - JOUR
A1  - Strohe, Hans Gerhard
A1  - Achsani, Noer Azam
T1  - The transmission of economic fluctuations between Russia, Europe, Asia and North America
Y1  - 2006
SN  - 3-540-24183-3
ER  -