Essays on nonlinear and explosive time series : with applications to financial markets
Year of publication: |
2014
|
---|---|
Authors: | Kaufmann, Hendrik |
Subject: | Bias correction | explosive behavior | non-linearity | model selection | persistence | specification testing | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Systematischer Fehler | Bias | Statistischer Test | Statistical test | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
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