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Tsay, Ruey S.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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61
Long-range dependence in daily stock volatilities
Ray, Bonnie K.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 254-262
Persistent link: https://www.econbiz.de/10001469693
Saved in:
62
Forecasting and modeling Taiwan private consumption data
Hu, Yu-pin
;
Chu, Jane
;
Tsay, Ruey S.
- In:
Jingji-lunwen
27
(
1999
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001490086
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63
Forecasting with leading indicators revisited
Tsay, Ruey S.
;
Wu, Chung-shu
- In:
Journal of forecasting
22
(
2003
)
8
,
pp. 603-617
Persistent link: https://www.econbiz.de/10001863398
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64
A component-driven model for regime switching and its empirical evidence
Kuan, Chung-ming
(
contributor
);
Huang, Yu-lieh
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001931272
Saved in:
65
A new model for family resource allocation among siblings : competition, forbearance, and support
Chu, C. Y. Cyrus
(
contributor
);
Yu, R. R.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002243701
Saved in:
66
Transmission of sex preferences across generations : the allocation of educational resources among siblings
Chu, C. Y. Cyrus
(
contributor
);
Tsay, Ruey S.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002243712
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67
Residual income, value-relevant information and equity valuation : a simultaneous equations approach
Tsay, Ruey S.
;
Lin, Yi-mien
;
Wang, Hsiao-wen
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 331-358
Persistent link: https://www.econbiz.de/10003799575
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68
Residual income, non-earnings information, and information content
Tsay, Ruey S.
;
Lin, Yi-Mien
;
Wang, Hsiao-wen
- In:
Journal of forecasting
28
(
2009
)
6
,
pp. 487-511
Persistent link: https://www.econbiz.de/10003886988
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69
Shifts in individual parameters of a GARCH model
Galeano, Pedro
;
Tsay, Ruey S.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 122-153
Persistent link: https://www.econbiz.de/10003997359
Saved in:
70
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
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