Michelle Voges

Cyclical fractional cointegration

P. Sibbertsen, Michelle Voges, 2020, Econometrics and Statistics.

A comparison of semiparametric tests for fractional cointegration

P. Sibbertsen, C. Leschinski, Michelle Voges, 2020, Statistical Papers.

A comparison of semiparametric tests for fractional cointegration

Philipp Sibbertsen, Christian Leschinski, Michelle Voges, 2020, Statistical Papers.

Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium

P. Sibbertsen, P. Rodrigues, Michelle Voges, 2019 .

Fractional Cointegration and EMU Government Bond Market Integration

P. Sibbertsen, C. Leschinski, Michelle Voges, 2018 .

Integration and Disintegration of EMU Government Bond Markets

P. Sibbertsen, C. Leschinski, Michelle Voges, 2021, Econometrics.

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

P. Sibbertsen, Michelle Voges, Paulo M. M. Rodrigues, 2024, Empirical Economics.

Seasonal long memory in intra-day volatility and trading volume of Dow Jones stocks

P. Sibbertsen, C. Leschinski, Michelle Voges, 2019, International Financial Markets.