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type_genre:"Graue Literatur"
~isPartOf:"CORE discussion papers : DP"
~subject:"ARCH-Modell"
~subject:"Markov chain"
~subject:"Volatility"
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Search: subject_exact:"ARFIMA model"
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Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
-
2015
Persistent link: https://www.econbiz.de/10010484019
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2
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
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3
Specific Markov-switching behaviour for ARMA parameters
Carpantier, Jean-François
;
Dufays, Arnaud
-
2014
Persistent link: https://www.econbiz.de/10010385182
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4
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
5
Temporal aggregation of univariate linear time series models
Silvestrini, Andrea
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003292886
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