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Persistence in variance, structural change, and the GARCH model
Lamoureux, Christopher G. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 225-234
Persistent link: https://www.econbiz.de/10001086686
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Three essays in dynamic macroeconomics
Levy, Daniel C. - 1990
Persistent link: https://www.econbiz.de/10000863257
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Enhancing a GA-based BPN forecasting model by employing the Taguchi method
Huang, C.-Y.; Wang, T.-Y. - In: International journal of production research 47 (2009) 5, pp. 1391-1410
Persistent link: https://www.econbiz.de/10003888471
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Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia - 2008
Persistent link: https://www.econbiz.de/10003672746
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Quantification of spread risk by means of historical simulation
Frisch, Christoph; Knöchlein, Germar - In: Applied quantitative finance, (pp. 37-67). 2009
Persistent link: https://www.econbiz.de/10003745948
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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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Long-term memory in stock market prices
Lo, Andrew W. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 5, pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
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A framework for economic forecasting
Ericsson, Neil R. - 1998
Persistent link: https://www.econbiz.de/10000995298
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A framework for economic forecasting
Ericsson, Neil R.; Marquez, Jaime R. - 1998
Persistent link: https://www.econbiz.de/10000996016
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505