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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Long memory in economics : with 50 tables"
~subject:"ARCH-Modell"
~subject:"Volatility"
~type_genre:"Collection of articles written by one author"
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Teyssière, Gilles
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Long memory in economics : with 50 tables
Applied quantitative finance
13
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
13
Handbook of financial time series
13
Analyse saisonaler Zeitreihen
9
Econometric analysis of financial and economic time series ; part a
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
7
Forecasting volatility in the financial markets
7
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Progress in financial markets research
7
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
6
Statistical methods in finance
6
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
5
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
5
Handbook of econometrics ; Vol. 2
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
State space and unobserved component models : theory and applications
5
The Oxford handbook of economic forecasting
5
Tools and techniques
5
Advanced mathematical methods for finance
4
Bioenvironmental and public health statistics
4
Econometric analysis of financial and economic time series ; part B
4
Economic forecasting
4
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
4
Handbook of economic forecasting ; Vol. 1
4
Lund economic studies
4
On testing and forecasting in fractionally integrated time series models
4
PhD thesis / Department of Economics, University of Aarhus
4
Statistical properties of GARCH processes
4
Tinbergen Institute research series
4
Umeå economic studies
4
Advances in risk management
3
Cointegration for the applied economist
3
Contributions to financial econometrics : theoretical and practical issues
3
Count data autoregression modelling
3
Econometric analysis of financial markets
3
Econometric modelling of durations between economic events
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ECONIS (ZBW)
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1
Recent advances in ARCH modelling
Giraitis, Liudas
;
Leipus, Remigijus
;
Surgailis, Donatas
- In:
Long memory in economics : with 50 tables
,
(pp. 3-38)
.
2006
Persistent link: https://www.econbiz.de/10003375585
Saved in:
2
Intermittency, long-memory and financial returns
Bhansali, Raj
;
Holland, Mark P.
;
Kokoszka, Piotr S.
- In:
Long memory in economics : with 50 tables
,
(pp. 39-68)
.
2006
Persistent link: https://www.econbiz.de/10003375590
Saved in:
3
Hölderian invariance principles and some applications for testing epidemic changes
Račkauskas, Alfredas Ju.
;
Suquet, Charles
- In:
Long memory in economics : with 50 tables
,
(pp. 109-128)
.
2006
Persistent link: https://www.econbiz.de/10003375596
Saved in:
4
Adaptive detection of multiple change-points in asset price volatility
Lavielle, Marc
;
Teyssière, Gilles
- In:
Long memory in economics : with 50 tables
,
(pp. 129-156)
.
2006
Persistent link: https://www.econbiz.de/10003375597
Saved in:
5
Bandwidth choice, optimal rates and adaptivity in semiparametric estimation of long memory
Henry, Marc
- In:
Long memory in economics : with 50 tables
,
(pp. 157-172)
.
2006
Persistent link: https://www.econbiz.de/10003375637
Saved in:
6
Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series
Teyssière, Gilles
;
Abry, Patrice
- In:
Long memory in economics : with 50 tables
,
(pp. 173-238)
.
2006
Persistent link: https://www.econbiz.de/10003375645
Saved in:
7
Prediction, orthogonal polynomials and Toeplitz matrices : a fast and reliable approximation to the Durbin-Levinson algorithm
Kateb, Djalil
;
Seghier, Abdellatif
;
Teyssière, Gilles
- In:
Long memory in economics : with 50 tables
,
(pp. 239-261)
.
2006
Persistent link: https://www.econbiz.de/10003375646
Saved in:
8
A nonlinear structural model for volatility clustering
Gaunersdorfer, Andrea
;
Hommes, Cars H.
- In:
Long memory in economics : with 50 tables
,
(pp. 265-288)
.
2006
Persistent link: https://www.econbiz.de/10003375647
Saved in:
9
Volatility clustering in financial markets : empirical facts and agent-based models
Cont, Rama
- In:
Long memory in economics : with 50 tables
,
(pp. 289-309)
.
2006
Persistent link: https://www.econbiz.de/10003375648
Saved in:
10
The microeconomic foundations of instability in financial markets
Kirman, Alan P.
- In:
Long memory in economics : with 50 tables
,
(pp. 311-344)
.
2006
Persistent link: https://www.econbiz.de/10003375653
Saved in:
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