Sebastian Brauer

On the time series measure of conservatism: a threshold autoregressive model

Frank Westermann, Sebastian Brauer, 2012, Review of Quantitative Finance and Accounting.

A Note on the Time Series Measure of Conservatism

F. Westermann, S. Brauer, Sebastian Brauer, 2010, Social Science Research Network.

On the time series measure of conservatism: a threshold autoregressive model

F. Westermann, Sebastian Brauer, 2013 .