Econometric analysis of financial and economic time series part B / ed. by Thomas B. Fomby, Dek Terrell

Literaturangaben

Gespeichert in:

Bibliographische Detailangaben
Weitere Verfasser:	Fomby, Thomas B. (HerausgeberIn), Terrell, Dek (HerausgeberIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	Amsterdam u.a. Elsevier JAI 2006
Ausgabe:	1. ed.
Schriftenreihe:	Advances in econometrics volume 20, part B
Schlagworte:	Ökonometrie > Zeitreihenanalyse
Online Zugang:	Inhaltstext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Estimating Taylor-type rules : an unbalanced regression?	2006	Siklos, Pierre L.
A new class of tail-dependent time-series models and its applications in financial time series	2006	Zhang, Zhengjun
Realized beta : persistence and predictability	2006
Overlaying time scales in financial volatility data	2006	Hillebrand, Eric
Boosting-based frameworks in financial modeling : application to symbolic volatility forecasting	2006	Gavrishchaka, Valeriy V.
Time series mean level and stochastic volatility modeling by smooth transition autoregressions : a Bayesian approach	2006	Lopes, Hedibert Freitas
Bayesian inference on mixture-of-experts for estimation of stochastic volatility	2006	Villagran, Alejandro
A modern time series assessment of "A statistical model for sunspot activity" by C. W. J. Granger (1957)	2006	Yoon, Gawon
Personal comments on Yoon's discussion of my 1957 paper	2006	Granger, C. W. J.
Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison	2006	Bao, Yong
Flexible seasonal time series models	2006	Cai, Zongwu
Estimation of long-memory time series models : a survey of different likelihood-based methods	2006	Chan, Ngai Hang
Evaluating the "Fed Model" of stock price valuation : an out-of-sample forecasting perspective	2006	Jansen, Dennis W.
Structural change as an alternative to long memory in financial time series	2006	Lai, Tze Leung