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Repeat Sales Index for Thin Markets : A Structural Time Series Approach
Francke, Marc - 2010
be estimated by maximum likelihood. The model is applied to several subsets of selling prices in the Netherlands. Results …
Persistent link: https://www.econbiz.de/10013147976
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Improved use of provisional data : a simple state space model for the Swedish index of industrial production
Skalin, Joakim - 1994
Persistent link: https://www.econbiz.de/10000888519
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An index of co-movements in financial time series
Sentana, Enrique; Shah, Mushtaq - 1994
Persistent link: https://www.econbiz.de/10000893176
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Efficient data reconstruction by irregularly revised provisional data
Westlund, Anders H.; Skalin, Joakim - 1992
Persistent link: https://www.econbiz.de/10000840477
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Nonlinear dynamics and commodity prices
Noll, Thomas A. - 1991
Persistent link: https://www.econbiz.de/10000840673
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Derivation of composite leading index based on Kalman filters
Martin, Vance - 1986
Persistent link: https://www.econbiz.de/10000752915
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Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170
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Power Coefficient - a non-parametric indicator for measuring the time series dynamics
Pecar, B. - In: Computational finance and its applications II : [Second …, (pp. 413-421). 2006
Persistent link: https://www.econbiz.de/10003410236
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Single-season heteroscedasticity in time series
Tripodis, Yorghos; Penzer, Jeremy - In: Journal of forecasting 26 (2007) 3, pp. 189-202
Persistent link: https://www.econbiz.de/10003454466
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Predictive analytics on CSI 300 index based on ARIMA and RBF-ANN combined model
Yang, Lyuxun; Cheng, Xi - In: Journal of mathematical finance 5 (2015) 4, pp. 393-400
Persistent link: https://www.econbiz.de/10011439144