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~isPartOf:"HWWA discussion paper"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Finanzanalyse"
~subject:"Theory"
~type_genre:"Working Paper"
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Search: subject_exact:"Dynamic nonlinear systems"
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HWWA discussion paper
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Parameterizing unconditional skewness in models for financial time series
He, Changli
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2005
Persistent link: https://www.econbiz.de/10003253604
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2
Asset price dynamics with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554388
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3
Statistical properties of a heterogeneous asset price model with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554408
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4
Non-linear dynamics and predictable forecast errors : an application to the OECD forecasts for Germany
Antzulatos, Angelos A.
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2003
Persistent link: https://www.econbiz.de/10013430530
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