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1
Prerequisites for modeling price and return data series for the Bucharest Stock Exchange
Tinca, Andrei
- In:
Theoretical and applied economics : GAER review
20
(
2013
)
11
,
pp. 117-126
Persistent link: https://www.econbiz.de/10010224748
Saved in:
2
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
3
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
4
Uncovering hidden insights with long-memory process detection : an in-depth overview
Hassani, Hossein
;
Yarmohammadi, Masoud
;
Marvian, Leila
- In:
Risks : open access journal
11
(
2023
)
6
,
pp. 1-15
using the sample
autocorrelation
function (ACF) to identify long-memory processes. While the ACF establishes the theoretical …
Persistent link: https://www.econbiz.de/10014335857
Saved in:
5
Periodic gamma autoregressive model : an application to the Brazilian hydroelectric system
Braga, Diogo
;
Calmon, Wilson
- In:
RAIRO / Operations research
51
(
2017
)
2
,
pp. 469-483
Persistent link: https://www.econbiz.de/10011776764
Saved in:
6
Optimal bandwidth selection in heteroskedasticity-
autocorrelation
robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
7
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Segers, Rene
; …
-
2008
Persistent link: https://www.econbiz.de/10003754318
Saved in:
8
Multivariate contemporaneous threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
-
2007
Persistent link: https://www.econbiz.de/10003740624
Saved in:
9
Thinning operations for modeling time series of counts : a survey
Weiß, Christian H.
- In:
Advances in statistical analysis : AStA ; a journal of …
92
(
2008
)
3
,
pp. 319-341
Persistent link: https://www.econbiz.de/10003741220
Saved in:
10
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
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