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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Econometric analysis of financial and economic time series ; part B"
~isPartOf:"Long memory in economics : with 50 tables"
~subject:"Nonparametric statistics"
~subject:"Securities trading"
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Time series analysis
Nonparametric statistics
Securities trading
Theorie
17
Theory
17
Zeitreihenanalyse
14
Volatility
7
Volatilität
7
Financial market
6
Finanzmarkt
6
Agent-based modeling
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Agentenbasierte Modellierung
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Capital income
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15
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Aufsatz im Buch
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15
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English
15
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Teyssière, Gilles
3
Abry, Patrice
1
Alfarano, Simone
1
Bhansali, Raj
1
Cai, Zongwu
1
Chan, Ngai Hang
1
Chen, Rong
1
Cont, Rama
1
Gaunersdorfer, Andrea
1
Henry, Marc
1
Holland, Mark P.
1
Hommes, Cars H.
1
Huerta, Gabriel
1
Kateb, Djalil
1
Kirman, Alan P.
1
Kokoszka, Piotr S.
1
Lavielle, Marc
1
Lux, Thomas
1
Palma, Wilfredo
1
Peretti, Christian de
1
Račkauskas, Alfredas Ju.
1
Seghier, Abdellatif
1
Suquet, Charles
1
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1
Zhang, Zhengjun
1
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Econometric analysis of financial and economic time series ; part B
Long memory in economics : with 50 tables
Analyse saisonaler Zeitreihen
9
Handbook of financial time series
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Applying Kernel and nonparametric estimation to economic topics
7
Economics to econometrics : contributions in honor of Daniel L. McFadden
7
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
6
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
6
Progress in financial markets research
6
Applied quantitative finance
5
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
5
Handbook of econometrics ; Vol. 2
5
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
5
State space and unobserved component models : theory and applications
5
The Oxford handbook of economic forecasting
5
Bioenvironmental and public health statistics
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
Evolutionary computation in economics and finance : with 66 tables
4
Functional structure and approximation in econometrics
4
Growth and cycle in the Euro-zone
4
Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]
4
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
4
On testing and forecasting in fractionally integrated time series models
4
Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
4
Statistical methods in finance
4
Statistical properties of GARCH processes
4
Advanced mathematical methods for finance
3
Artificial economics : agent-based methods in finance, game theory and their applications
3
Cointegration for the applied economist
3
Contributions to financial econometrics : theoretical and practical issues
3
Count data autoregression modelling
3
Econometric analysis of financial markets
3
Econometric modelling of durations between economic events
3
Econometrics of short and unreliable time series
3
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
3
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1
Intermittency, long-memory and financial returns
Bhansali, Raj
;
Holland, Mark P.
;
Kokoszka, Piotr S.
- In:
Long memory in economics : with 50 tables
,
(pp. 39-68)
.
2006
Persistent link: https://www.econbiz.de/10003375590
Saved in:
2
Hölderian invariance principles and some applications for testing epidemic changes
Račkauskas, Alfredas Ju.
;
Suquet, Charles
- In:
Long memory in economics : with 50 tables
,
(pp. 109-128)
.
2006
Persistent link: https://www.econbiz.de/10003375596
Saved in:
3
Adaptive detection of multiple change-points in asset price volatility
Lavielle, Marc
;
Teyssière, Gilles
- In:
Long memory in economics : with 50 tables
,
(pp. 129-156)
.
2006
Persistent link: https://www.econbiz.de/10003375597
Saved in:
4
Bandwidth choice, optimal rates and adaptivity in semiparametric estimation of long memory
Henry, Marc
- In:
Long memory in economics : with 50 tables
,
(pp. 157-172)
.
2006
Persistent link: https://www.econbiz.de/10003375637
Saved in:
5
Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series
Teyssière, Gilles
;
Abry, Patrice
- In:
Long memory in economics : with 50 tables
,
(pp. 173-238)
.
2006
Persistent link: https://www.econbiz.de/10003375645
Saved in:
6
Prediction, orthogonal polynomials and Toeplitz matrices : a fast and reliable approximation to the Durbin-Levinson algorithm
Kateb, Djalil
;
Seghier, Abdellatif
;
Teyssière, Gilles
- In:
Long memory in economics : with 50 tables
,
(pp. 239-261)
.
2006
Persistent link: https://www.econbiz.de/10003375646
Saved in:
7
A nonlinear structural model for volatility clustering
Gaunersdorfer, Andrea
;
Hommes, Cars H.
- In:
Long memory in economics : with 50 tables
,
(pp. 265-288)
.
2006
Persistent link: https://www.econbiz.de/10003375647
Saved in:
8
Volatility clustering in financial markets : empirical facts and agent-based models
Cont, Rama
- In:
Long memory in economics : with 50 tables
,
(pp. 289-309)
.
2006
Persistent link: https://www.econbiz.de/10003375648
Saved in:
9
The microeconomic foundations of instability in financial markets
Kirman, Alan P.
- In:
Long memory in economics : with 50 tables
,
(pp. 311-344)
.
2006
Persistent link: https://www.econbiz.de/10003375653
Saved in:
10
Long memory and hysteresis
Peretti, Christian de
- In:
Long memory in economics : with 50 tables
,
(pp. 363-389)
.
2006
Persistent link: https://www.econbiz.de/10003375660
Saved in:
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