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- Jun Wang (section Research outcomes over time)Cross-Correlation of Financial Time Series by Continuum Percolation System 2016-04-18 Paper Quantifying complexity of financial short-term time series by composite...10 bytes (17 words) - 14:40, 11 December 2023
- Pengjian Shang (section Research outcomes over time)analysis based on higher-order moments of financial time series 2022-06-27 Paper Analysis of financial time series using multiscale entropy based on skewness...10 bytes (16 words) - 23:58, 24 September 2023
- Yue Teng (section Research outcomes over time)based on higher-order moments of financial time series 2022-06-27 Paper The detection of local irreversibility in time series based on segmentation 2020-10-21...10 bytes (16 words) - 11:29, 6 October 2023
- Jinyang Li (section Research outcomes over time)2021-12-17 Paper Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix 2020-10-23 Paper Financial time series analysis...10 bytes (16 words) - 00:23, 25 September 2023
- Meng Xie (section Research outcomes over time)networks: Financial time series forecasting and portfolio decisions 2019-02-20 Paper Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting...10 bytes (16 words) - 16:42, 28 December 2023
- Zoey Yi Zhao (section Research outcomes over time)networks: Financial time series forecasting and portfolio decisions 2019-02-20 Paper Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting...10 bytes (18 words) - 16:42, 28 December 2023
- Chen Zhou (section Research outcomes over time)statistics to financial time series: dealing with bias and serial dependence 2016-05-23 Paper Adapting extreme value statistics to financial time series: dealing...10 bytes (13 words) - 13:27, 24 September 2023
- Cécile Mercadier (section Research outcomes over time)statistics to financial time series: dealing with bias and serial dependence 2016-05-23 Paper Adapting extreme value statistics to financial time series: dealing...10 bytes (13 words) - 13:27, 24 September 2023
- Loop Time Series 2023-11-06 Paper The Chern‐Simons Current in Systems of DNA‐RNA Transcriptions 2023-10-25 Paper Cohomology theory for financial time series...10 bytes (16 words) - 18:10, 13 December 2023
- Giovanni De Luca (section Research outcomes over time)fuzzy clusters of financial time series 2021-06-28 Paper Finite and infinite mixtures for financial durations 2019-07-12 Paper Time Series Clustering on Lower...10 bytes (18 words) - 18:45, 21 September 2023
- Francis E. H. Tay (section Research outcomes over time)support vector machines for financial time series forecasting 2003-02-19 Paper Modified support vector machines in financial time series forecasting 2003-01-09...10 bytes (20 words) - 16:13, 24 September 2023
- Yi Yin (section Research outcomes over time)detrended cross-correlation analysis of financial time series 2017-11-17 Paper Asymmetric asynchrony of financial time series based on asymmetric multiscale cross-sample...10 bytes (17 words) - 14:06, 6 October 2023
- Hongli Niu (section Research outcomes over time)Cross-Correlation of Financial Time Series by Continuum Percolation System 2016-04-18 Paper Quantifying complexity of financial short-term time series by composite...10 bytes (16 words) - 09:44, 24 September 2023
- Cathy W. S. Chen (section Research outcomes over time)applied to over-dispersed time series of counts 2019-03-18 Paper Model selection of a switching mechanism for financial time series 2019-02-08 Paper Bayesian...10 bytes (20 words) - 02:16, 25 September 2023
- Jorge Caiado (section Research outcomes over time)series with variance ratio statistics 2015-04-27 Paper Tests for comparing time series of unequal lengths 2013-06-12 Paper Comparison of Times Series with...10 bytes (17 words) - 02:27, 25 September 2023
- Yuzhi Cai (section Research outcomes over time)the distribution of financial returns following TGARCH models 2021-05-10 Paper Quantile Double AR Time Series Models for Financial Returns 2018-10-11 Paper...10 bytes (16 words) - 18:26, 6 October 2023
- Jürgen Franke (section Research outcomes over time)2022-01-26 Paper Statistics of Financial Markets 2019-09-26 Paper Nonparametric estimates for conditional quantiles of time series 2018-11-12 Paper On a Mixture...10 bytes (17 words) - 03:42, 7 October 2023
- Yuanhua Feng (section Research outcomes over time)nonparametric regression with fractional time-series errors 2008-01-09 Paper Modelling financial time series with SEMIFAR GARCH model 2007-12-18 Paper...10 bytes (16 words) - 11:49, 8 December 2023
- Dag Tjøstheim (section Research outcomes over time)MULTIPLE BILINEAR TIME SERIES MODELS 1987-01-01 Paper Estimation in nonlinear time series models 1986-01-01 Paper SOME DOUBLY STOCHASTIC TIME SERIES MODELS 1986-01-01...10 bytes (17 words) - 21:00, 9 December 2023
- Cross-correlating wavelet coefficients with applications to high-frequency financial time series 2020-10-21 Paper Estimation of a multiplicative correlation structure...10 bytes (19 words) - 15:35, 10 December 2023
