Narrow search
Showing 1 - 10 of 54,571
Cover Image
Nonlinear tools for analyzing and forecasting financial time series : an application to US interest rates
Wesner, Nicolas - In: International finance and monetary policy, (pp. 157-186). 2006
Persistent link: https://www.econbiz.de/10003459477
Cover Image
Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Cover Image
Nonlinear tools for analyzing and rorecasting financial time series : an application to US interest rates
Wesner, Nicolas - In: Progress in economics research 14 (2008), pp. 111-140
Persistent link: https://www.econbiz.de/10008858867
Cover Image
Essays on statistical arbitrage
Krauss, Christopher - 2016
Persistent link: https://www.econbiz.de/10011499659
Cover Image
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku; Saikkonen, Pentti - In: The econometrics journal 8 (2005) 2, pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Cover Image
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
Cover Image
Threshold models for trended time series
Kapetanios, George - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 687-707
Persistent link: https://www.econbiz.de/10001798158
Cover Image
Nonlinearity, structural breaks, or outliers in economic time series?
Koop, Gary; Potter, Simon M. - In: Nonlinear econometric modeling in time series : …, (pp. 61-78). 2000
Persistent link: https://www.econbiz.de/10001532220
Cover Image
Bayesian analysis of nonlinear time series models with a threshold
Lubrano, Michel - In: Nonlinear econometric modeling in time series : …, (pp. 79-118). 2000
Persistent link: https://www.econbiz.de/10001532222