Narrow search
Showing 1 - 10 of 14,379
Cover Image
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000954585
Cover Image
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
Cover Image
A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
Cover Image
Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry - 1997
Persistent link: https://www.econbiz.de/10000962614
Cover Image
Locally time homogeneous time series modelling
Elagin, Mstislav; Spokojnyj, Vladimir G. - 2008
Persistent link: https://www.econbiz.de/10003805435
Cover Image
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo; Santucci de Magistris, Paolo - 2009
Persistent link: https://www.econbiz.de/10003863181
Cover Image
Robust online scale estimation in time series : regression-free approach
Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007
This paper presents variance extraction procedures for univariate time series. The volatility of a times series is … monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of …
Persistent link: https://www.econbiz.de/10003483698
Cover Image
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
Cover Image
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007
Persistent link: https://www.econbiz.de/10003623661
Cover Image
Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps
Duong, Diep; Swanson, Norman R. - 2011
Persistent link: https://www.econbiz.de/10009698154