Essays on nonlinear and explosive time series : with applications to financial markets

von Hendrik Kaufmann

Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests

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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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Erscheint auch als (Druck-Ausgabe):

Kaufmann, Hendrik *1984-*. Essays on nonlinear and explosive time series, 2014. - VII, 70 Bl.

Persistent link: https://www.econbiz.de/10010395343