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42881
Forecasting trading-session return volatility in Taiwan futures market : a periodic regime switching with jump approach
Lai, Yi-Hao
;
Wang, Yi-Chiuan
;
Chang, Yu Ching
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10014548365
Saved in:
42882
Forecasting of crude oil prices using wavelet decomposition based denoising with ARMA model
Mittal, Prabhat
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 355-365
Persistent link: https://www.econbiz.de/10014548379
Saved in:
42883
Distinguishing between IMA <1,1> and ARMA <1,1> models : a large scale simulation study of two particular Box-Jenkis time processes
Anderson, O. D.
;
Gooijer, J. G. de
- In:
Time series : proceedings of the international …
,
(pp. 15-40)
.
1980
Persistent link: https://www.econbiz.de/10001832078
Saved in:
42884
Distinguishing certain stationary time series models from their nonstationary approximations and improved Box-Jenkins forecasting
Anderson, O. D.
;
Gooijer, J. G. de
- In:
Analysing time series : proceedings of the …
,
(pp. 21-42)
.
1980
Persistent link: https://www.econbiz.de/10001832096
Saved in:
42885
Distinguishing certain stationary time series models from their nonstationary approximations and improved Box-Jenkins forecasting
Anderson, O. D.
;
Gooijer, J. G. de
-
1980
Persistent link: https://www.econbiz.de/10001832118
Saved in:
42886
Time series analysis and forecasting <TSA&F> activities
Anderson, Oliver D.
- In:
Time series : proceedings of the international …
,
(pp. 437-446)
.
1980
Persistent link: https://www.econbiz.de/10001832297
Saved in:
42887
A result on the covariance matrix of a stationary AR process
Persson, Mats
-
1979
Persistent link: https://www.econbiz.de/10002624987
Saved in:
42888
Hybridization of ARIMA with learning models for forecasting of stock market time series
Pokou, Frédy
;
Kamdem, Jules Sadefo
;
Benhmad, François
- In:
Computational economics
63
(
2024
)
4
,
pp. 1349-1399
Persistent link: https://www.econbiz.de/10014549025
Saved in:
42889
Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Kong, Ao
;
Azencott, Robert
;
Zhu, Hongliang
;
Li, Xindan
- In:
Computational economics
63
(
2024
)
4
,
pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027
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