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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~institution:"Umeå universitet"
~subject:"Finanzmarkt"
~subject:"Zeitreihenanalyse"
~type_genre:"Hochschulschrift"
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Finanzmarkt
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Theorie
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13
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Brännäs, Kurt
4
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2
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Umeå universitet
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
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39
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27
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Umeå economic studies
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ECONIS (ZBW)
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1
Essays on exchange rates : deterministic chaos and technical analysis
Bask, Mikael
-
1998
Persistent link: https://www.econbiz.de/10000984244
Saved in:
2
Forecasting based on very small samples and additional non-sample information
Brännäs, Kurt
;
Hellström, Jörgen
-
1998
Persistent link: https://www.econbiz.de/10000993162
Saved in:
3
Using moving blocks bootstrap to test for the presence of a positive Lyapunov exponent in a time series
Bask, Mikael
-
1997
Persistent link: https://www.econbiz.de/10000967465
Saved in:
4
Least squares estimation of a zero-truncated count data regression model
Brännäs, Kurt
-
1997
Persistent link: https://www.econbiz.de/10000967466
Saved in:
5
Prediction intervals based on autoregression forecasts
DeLuna, Xavier
-
1997
Persistent link: https://www.econbiz.de/10000967467
Saved in:
6
Count data models : estimator performance and applications
Johansson, Per-Olov
-
1993
Persistent link: https://www.econbiz.de/10000871988
Saved in:
7
Invertibility of non-linear time series models
Gooijer, Jan G. de
;
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000880510
Saved in:
8
Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000883935
Saved in:
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