Autocovariance Functions of Series and of Their Transforms
Year of publication: |
2012
|
---|---|
Authors: | Abadir, Karim M. |
Other Persons: | Talmain, Gabriel (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics, Vol. 124, No. 2, p. 227, 2005 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2005 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
COVID-19 pandemic and Romanian stock market volatility : a GARCH approach
Gherghina, Ștefan Cristian, (2021)
-
Monitoring multistage processes with autocorrelated observations
Kim, Jinho, (2017)
-
Statistical properties of microstructure noise
Jacod, Jean, (2017)
- More ...
-
Nelson-Plosser revisited : the ACF approach
Abadir, Karim Maher, (2013)
-
Autocovariance functions of series and of their transforms
Abadir, Karim Maher, (2005)
-
Distilling co-movements from persistent macro and financial series
Abadir, Karim Maher, (2005)
- More ...