Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets (Q1615795): Difference between revisions

@@ Property / cites work @@
+Q4331755
@@ Property / cites work: Q4331755 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the transition between two intersecting straight lines
+Normal rank
@@ Property / cites work @@
+A robust algorithm for parameter estimation in smooth transition autoregressive models
+Normal rank
@@ Property / cites work @@
+A test for independence based on the correlation dimension
+Normal rank
@@ Property / cites work @@
+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
@@ Property / cites work: ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Nuisance parameter free properties of correlation integral based statistics
+Normal rank
@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Econometrics
@@ Property / cites work: Dynamic Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Unit roots and smooth transitions
@@ Property / cites work: Unit roots and smooth transitions / rank @@
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Q3677135
@@ Property / cites work: Q3677135 / rank @@
+Normal rank
@@ Property / cites work @@
+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3928091
@@ Property / cites work: Q3928091 / rank @@
+Normal rank