Time irreversible copula-based Markov Models
Year of publication: |
2012-04-08
|
---|---|
Authors: | Beare, Brendan K. ; Seo, Juwon |
Institutions: | Department of Economics, University of California-San Diego (UCSD) |
Subject: | Social and Behavioral Sciences | Markov chains | time irreversible dynamics | economic time series |
-
Ramadan Effect on Price Movements: Evidence from Pakistan
Akmal, Muhammad, (2011)
-
Size and power properties of tests of the martingale difference hypothesis: a Monte Carlo study
Fan, Lijun, (2009)
-
A simple strategy to prune neural networks with an application to economic time series
van Dijk, Herman K., (1998)
- More ...
-
An Empirical Test of Pricing Kernel Monotonicity
Beare, Brendan K., (2011)
-
Archimedean Copulas and Temporal Dependence
Beare, Brendan K., (2010)
-
Optimal Measure Preserving Derivatives
Beare, Brendan K., (2010)
- More ...