Modeling nonstationary and leptokurtic financial time series
Year of publication: |
2015
|
---|---|
Authors: | Chen, Ying ; Spokojnyj, Vladimir G. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 4, p. 703-728
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
-
Online classification of states in intensive care
Gather, Ursula, (2000)
-
Optimal spatiotemporal prediction of karstwater levels
Berke, Olaf, (1999)
-
Time series analysis in loan management information systems
Vasilev, Julian, (2014)
- More ...
-
Portfolio value at risk based on independent components analysis
Chen, Ying, (2005)
-
GHICA : risk analysis with GH distributions and independent components
Chen, Ying, (2010)
-
GHICA: Risk analysis with GH distributions and independent components
Chen, Ying, (2006)
- More ...