The following pages link to (Q3908728):
Displaying 8 items.
- A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
- Bagging binary and quantile predictors for time series (Q291866) (← links)
- Random coefficient GARCH models (Q814261) (← links)
- Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
- Identification of stock market forces in the system adaptation framework (Q903653) (← links)
- On the Brown method of exponential smoothing (Q1837509) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- Lot Size Scheduling using Fuzzy Numbers (Q5689983) (← links)