The following pages link to (Q4779827):
Displaying 19 items.
- StFinMetrics (Q41690) (← links)
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Granger causality and path diagrams for multivariate time series (Q276915) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- Near-integrated GARCH sequences (Q1774201) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Dispatch planning using newsvendor dual problems and occupation times: application to hydropower (Q2355074) (← links)
- Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (Q3065547) (← links)
- Econometric software development: past, present and future (Q3429911) (← links)
- Automated trading with boosting and expert weighting (Q3564810) (← links)
- A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES (Q3632190) (← links)
- Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318) (← links)
- Modeling Waves of Extreme Temperature: The Changing Tails of Four Cities (Q4916436) (← links)
- A new approach to Value-at-Risk: GARCH-TSLx model with inference (Q5083929) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- Time Series Classification Based on Spectral Analysis (Q5451123) (← links)
- Jump detection in high-frequency financial data using wavelets (Q5880608) (← links)
- Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors (Q6139261) (← links)
