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Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011758202
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Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014448266
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Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet; Kapetanios, George - 2014
Persistent link: https://www.econbiz.de/10010419000
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Large Bayesian VARMAs
Chan, Joshua; Eisenstat, Eric; Koop, Gary - 2014
Persistent link: https://www.econbiz.de/10010431594
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Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie L. - 2018
Persistent link: https://www.econbiz.de/10012202537
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Forecasting cointegrated VARMA processes
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001413243
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841
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Forecasting cointegrated VARMA processes
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10009581104
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10003989650
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Essays on financial time series with a focus on high-frequency data
Becker, Janis - 2020
Persistent link: https://www.econbiz.de/10012225306