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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Arce, Gonzalo R."
~person:"Azzini, Antonia"
~person:"Billio, Monica"
~person:"Teräsvirta, Timo"
~subject:"Financial market"
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Time series analysis
Financial market
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10
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3
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3
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3
Prognoseverfahren
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Aufsatz im Buch
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Arce, Gonzalo R.
Azzini, Antonia
Billio, Monica
Teräsvirta, Timo
Barnett, William A.
7
Gredenhoff, Mikael P.
5
Lütkepohl, Helmut
5
Mills, Terence C.
5
Anderson, Heather M.
4
Andersson, Michael K.
4
Davis, E. Philip
4
Gallegati, Mauro
4
Granger, C. W. J.
4
He, Changli
4
Heiler, Siegfried
4
Allen, Franklin
3
Andersson, Eva
3
Beyer, Andreas H.
3
Chiarella, Carl
3
Davidson, Paul
3
Delli Gatti, Domenico
3
Duffie, Darrell
3
Feng, Yuanhua
3
Hagen, Jürgen von
3
Hassler, Uwe
3
Hellström, Jörgen
3
Hendry, David F.
3
Hubbard, R. Glenn
3
Huber, Jürgen
3
Illing, Gerhard
3
Kirchler, Michael
3
Levine, Ross
3
Lunde, Asger
3
Lux, Thomas
3
Maddala, Gangadharrao S.
3
McAleer, Michael
3
Metz, Rainer
3
Mishkin, Frederic S.
3
Pauly, Ralf
3
Polasek, Wolfgang
3
Raberto, Marco
3
Schäfer, Karl-August
3
Stiglitz, Joseph E.
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Order statistics: applications
2
Business cycles, indicators, and forecasting
1
Growth and cycle in the Euro-zone
1
Handbook of econometrics ; Vol. 4
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Natural computing in computational finance : volume 3 ; [the inspiration for this book was due in part to the success of EvoFIN 2009, the 3 rd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2009 took place in conjunction with Evo* 2009 in Tübingen, Germany (15 - 17 April 2009).]
1
Natural computing in computational finance : volume 4
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
The Oxford handbook of economic forecasting
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1
Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
Persistent link: https://www.econbiz.de/10012098763
Saved in:
2
Forecasting With Nonlinear Time Series Models
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882026
Saved in:
3
A comparison between nature-inspired and machine learning approaches to detecting trend reversals in financial time series
Azzini, Antonia
;
Felice, Matteo De
;
Tettamanzi, Andrea G. B.
- In:
Natural computing in computational finance : volume 4
,
(pp. 39-59)
.
2011
Persistent link: https://www.econbiz.de/10009423552
Saved in:
4
Modeling turning points in financial markets with soft computing techniques
Azzini, Antonia
;
Costa Pereira, Célia da
;
Tettamanzi, …
- In:
Natural computing in computational finance : volume 3 ; …
,
(pp. 147-167)
.
2010
Persistent link: https://www.econbiz.de/10009514539
Saved in:
5
Business cycle analysis with multivariate Markov switching models
Anas, Jacques
;
Billio, Monica
;
Ferrara, Laurent
;
Lo …
- In:
Growth and cycle in the Euro-zone
,
(pp. 249-260)
.
2006
Persistent link: https://www.econbiz.de/10003412214
Saved in:
6
Order-statistic filtering and smoothing of time series: Part II
Barner, Kenneth E.
;
Arce, Gonzalo R.
-
1998
Persistent link: https://www.econbiz.de/10003374491
Saved in:
7
Order-statistic filtering and smoothing of time series: Part I
Arce, Gonzalo R.
;
Kim, Yeong-taeg
;
Barner, Kenneth E.
-
1998
Persistent link: https://www.econbiz.de/10001324792
Saved in:
8
Linearity testing and nonlinear modeling of economic time series
Teräsvirta, Timo
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 281-293)
.
1996
Persistent link: https://www.econbiz.de/10001297243
Saved in:
9
Aspects of modelling nonlinear time series
Teräsvirta, Timo
;
Tjostheim, Dag
;
Granger, C. W. J.
-
1994
Persistent link: https://www.econbiz.de/10001327598
Saved in:
10
Modeling nonlinearity over the business cycle
Granger, C. W. J.
- In:
Business cycles, indicators, and forecasting
,
(pp. 311-325)
.
1993
Persistent link: https://www.econbiz.de/10001314197
Saved in:
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