Mixture Gaussian Time Series Modeling of Long-Term Market Returns (Q3010446): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/10920277.2005.10596227 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1563759807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Determining the order of differencing in seasonal time series processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4397010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of time series subject to changes in regime / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840212 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Regime-Switching Model of Long-Term Stock Returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: “A Regime-Switching Model of Long-Term Stock Returns” by Mary Hardy, April 2001 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4679848 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4692755 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4353852 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4429832 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4779802 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Mixture Autoregressive Conditional Heteroscedastic Model / rank
 
Normal rank

Latest revision as of 05:46, 4 July 2024

scientific article
Language Label Description Also known as
English
Mixture Gaussian Time Series Modeling of Long-Term Market Returns
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references