The following pages link to FinTS (Q23075):
Displaying 50 items.
- Persistent-threshold-GARCH processes: model and application (Q1012221) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
- Modeling financial durations using penalized estimating functions (Q1615270) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Impact of value-at-risk models on market stability (Q1655705) (← links)
- On conditional covariance modelling: an approach using state space models (Q1659121) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
- Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling (Q1661291) (← links)
- Volatility modeling with leverage effect under Laplace errors (Q1695695) (← links)
- A novel approach for nonstationary time series analysis with time-invariant correlation coefficient (Q1717758) (← links)
- Quantile forecasts for financial volatilities based on parametric and asymmetric models (Q1726164) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- When panic makes you blind: a chaotic route to systemic risk (Q1734544) (← links)
- Factor models for matrix-valued high-dimensional time series (Q1739643) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- On the risk prediction and analysis of soft information in finance reports (Q1752794) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- A new correlation coefficient for bivariate time-series data (Q1783111) (← links)
- Race, gender and the econophysics of income distribution in the USA (Q1783125) (← links)
- A successive linear programming algorithm with non-linear time series for the reservoir management problem (Q1789638) (← links)
- The interval slope method for long-term forecasting of stock price trends (Q1796557) (← links)
- Nonlinear time series analysis since 1990: Some personal reflections (Q1862924) (← links)
- Var methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return (Q1926996) (← links)
- Nonparametric analysis of the Shenzhen stock market: the day of the week effect (Q1931043) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- An interpretable model for short term traffic flow prediction (Q1997988) (← links)
- Forecasting of global market prices of major financial instruments (Q2004258) (← links)
- Bayesian model calibration and optimization of surfactant-polymer flooding (Q2009830) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
- Fast inference methods for high-dimensional factor copulas (Q2097684) (← links)
- Analysis of autocorrelation function of stochastic processes by F-transform of higher degree (Q2100154) (← links)
- A Bayesian analysis based on multivariate stochastic volatility model: evidence from Green stocks (Q2106870) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
- Permutation entropy analysis based on Gini-Simpson index for financial time series (Q2146811) (← links)
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model (Q2148220) (← links)
- Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
- Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis (Q2175635) (← links)
- Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
- Generalized autoregressive conditional heteroskedastic model to examine silver price volatility and its macroeconomic determinant in Ethiopia market (Q2193447) (← links)
- Improving forecasts of the EGARCH model using artificial neural network and fuzzy inference system (Q2194682) (← links)
