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Forecasting, causality and cointegration analysis using vector autoregressions
Charemza, Wojciech; Deadman, Derek F. - 1991
Persistent link: https://www.econbiz.de/10000886903
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Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C. - 1992 - Reprinted
Persistent link: https://www.econbiz.de/10000865533
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Pattern recognition devices as a support to financial economic decision-making
Baestaens, Dirk J. Emma; Bergh, Willem M. van den - 1991
Persistent link: https://www.econbiz.de/10000837317
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Pattern recognition devices as a support to financial economic decision-making
Baestaens, Dirk J. Emma; Bergh, Willem M. van den - 1991
Persistent link: https://www.econbiz.de/10000837698
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Fundamentalanalytische Beurteilung der Wechselkursentwicklung verschiedener Währungen
Braunhart, Dirk - 1989
Persistent link: https://www.econbiz.de/10000778300
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - 1993
Persistent link: https://www.econbiz.de/10000874096
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Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C. - 1994 - Reprint.
Persistent link: https://www.econbiz.de/10000550610
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Periodicity and stochastic trends in economic time series
Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000560688
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Gab - Hys
1960
Persistent link: https://www.econbiz.de/10000596453