Pages that link to "Item:Q5386270"

The following pages link to The Econometric Modelling of Financial Time Series (Q5386270):

Displaying 15 items.

• The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
• The dynamic and dependence of takaful and conventional stock return behaviours: evidence from the insurance industry in Saudi Arabia (Q1757620) (← links)
• Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
• Analysis of autocorrelation function of stochastic processes by F-transform of higher degree (Q2100154) (← links)
• Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
• (Q4577923) (← links)
• Decision trees unearth return sign predictability in the S&P 500 (Q4619522) (← links)
• Random coefficient autoregressive processes and the PUCK model with fluctuating potential (Q5006887) (← links)
• Nonparametric panel stationarity testing with an application to crude oil production (Q5085681) (← links)
• CHANGE-POINT ANALYSIS OF ASSET PRICE BUBBLES WITH POWER-LAW HAZARD FUNCTION (Q5207487) (← links)
• Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
• (Q5445941) (← links)
• Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
• Modeling Covid-19 contagion dynamics: time-series analysis across different countries and subperiods (Q6601952) (← links)