The following pages link to Analysis of Financial Time Series (Q5706503):
Displaying 50 items.
- FinTS (Q23075) (← links)
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Sparse principal component analysis and iterative thresholding (Q355104) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- Bayesian dynamic financial networks with time-varying predictors (Q395955) (← links)
- Optimal sampling frequency for high frequency data using a finite mixture model (Q397209) (← links)
- The space-fractional Poisson process (Q434734) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Product autoregressive models for non-negative variables (Q449010) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358) (← links)
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Approaches for multi-step density forecasts with application to aggregated wind power (Q614143) (← links)
- On first and second order stationarity of random coefficient models (Q616276) (← links)
- Nonlinear autoregressive conditional duration models for traffic congestion estimation (Q642455) (← links)
- Stochastic flow cascades (Q664572) (← links)
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- Maturity dispersion, stock auto-correlation, and management strategy in exploited populations (Q708756) (← links)
- A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
- Modeling and forecasting financial time series with ordered fuzzy candlesticks (Q726398) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Fractional motions (Q740796) (← links)
- A method for identifying diffusive trajectories with stochastic models (Q743435) (← links)
- Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
- Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
- Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
- Conditioning exceedances on covariate processes (Q906628) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Persistent-threshold-GARCH processes: model and application (Q1012221) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
- Modeling financial durations using penalized estimating functions (Q1615270) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Impact of value-at-risk models on market stability (Q1655705) (← links)
- On conditional covariance modelling: an approach using state space models (Q1659121) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
- Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling (Q1661291) (← links)
