Stick-breaking autoregressive processes
Year of publication: |
2011
|
---|---|
Authors: | Griffin, J. E. ; Steel, Mark F. J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 162.2011, 2, p. 383-396
|
Subject: | Autokorrelation | Autocorrelation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
-
Prerequisites for modeling price and return data series for the Bucharest Stock Exchange
Tinca, Andrei, (2013)
-
A latent factor model for forecasting realized variances
Calzolari, Giorgio, (2021)
-
Drawdown measures and return moments
Möller, Philipp M., (2018)
- More ...
-
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E., (2006)
-
Flexible mixture modelling of stochastic frontiers
Griffin, J. E., (2008)
-
Semiparametric Bayesian inference for stochastic frontier models
Griffin, J. E., (2004)
- More ...