//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Long-memory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"SETAR"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Long-memory
SETAR
34
SETAR model
15
SETAR models
14
Zeitreihenanalyse
13
Theorie
12
Time series analysis
12
Autokorrelation
11
Theory
11
Autocorrelation
10
Prognoseverfahren
9
Forecasting model
8
Schätzung
8
Estimation
7
Forecasting
7
Nonlinearity
7
bootstrap
7
SETAR Model
6
asymmetric price transmission
6
Business cycle
5
MTAR
5
Nichtlineare Regression
5
Nonlinear regression
5
non-linearity
5
Cointegration
4
ERM
4
Markov chain
4
Markov-Kette
4
Model Selection
4
Non-stationarity
4
SETAR Models
4
Stock indices
4
USA
4
cointegration
4
copula
4
interval forecasts
4
point forecasts
4
target zone
4
threshold cointegration
4
Bootstrap approach
3
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Language
All
English
2
German
1
Undetermined
1
Author
All
Guegan, Dominique
4
Peguin-Feissolle, Anne
4
Dufrénot, Gilles
3
Dufrenot, Gilles
1
Institution
All
HAL
4
Published in...
All
Post-Print / HAL
3
Working Papers / HAL
1
Source
All
RePEc
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Changing-regime volatility: A fractionally integrated
SETAR
model
Dufrenot, Gilles
;
Guegan, Dominique
;
Peguin-Feissolle, Anne
-
HAL
-
2008
This paper presents a 2-regime
SETAR
model with different long-memory processes in both regimes. We briefly present the …
Persistent link: https://www.econbiz.de/10010750892
Saved in:
2
Changing-regime volatility : A fractionally integrated
SETAR
model
Peguin-Feissolle, Anne
;
Dufrénot, Gilles
;
Guegan, Dominique
-
HAL
-
2006
This paper presents a 2-regime
SETAR
model with different longmemory processes in both regimes. We briefly present the …
Persistent link: https://www.econbiz.de/10008794815
Saved in:
3
Long-memory dynamics in a
SETAR
model - Applications to stock markets
Dufrénot, Gilles
;
Guegan, Dominique
;
Peguin-Feissolle, Anne
-
HAL
-
2005
This paper presents a 2-regime
SETAR
model with a long-memory process in the first regime and a short-memory process in …
Persistent link: https://www.econbiz.de/10008790799
Saved in:
4
Modelling squared returns using a
SETAR
model with long-memory dynamics
Dufrénot, Gilles
;
Guegan, Dominique
;
Peguin-Feissolle, Anne
-
HAL
-
2005
This paper presents a 2-regime
SETAR
model for the volatility with a long-memory process in the first regime and a …
Persistent link: https://www.econbiz.de/10008793159
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->