The following pages link to (Q4779827):
Displaying 11 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)
- Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors (Q6139261) (← links)
