Nonparametric test for volatility in clustered multiple time series
Year of publication: |
2024
|
---|---|
Authors: | Barrios, Erniel B. ; Redondo, Paolo Victor T. |
Subject: | Clustering | Multiple time series | Nonparametric test | Sieve bootstrap | Volatility | Volatilität | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Clusteranalyse | Cluster analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach | Markov-Kette | Markov chain | ARCH-Modell | ARCH model |
-
Flexible modeling of dependence in volatility processes
Kalli, Maria, (2015)
-
Bayesian nonparametrics for financial volatility modeling
Zaharieva, Martina Danielova, (2017)
-
Clustering macroeconomic variables
Perricone, Chiara, (2018)
- More ...
-
Spatial-Temporal Dimensions of Efficiency among Electric Cooperatives in the Philippines
Lavado, Rouselle F., (2008)
-
Profiling Poverty with Multivariate Adaptive Regression Splines
Barrios, Erniel B., (2009)
-
Spatial Stochastic Frontier Models
Lavado, Rouselle F., (2010)
- More ...