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Econometric analysis of financial and economic time series ; part B
14
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ECONIS (ZBW)
14
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1
Realized beta : persistence and predictability
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
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2006
Persistent link: https://www.econbiz.de/10003350083
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2
Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison
Bao, Yong
;
Lee, Tae-hwy
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2006
Persistent link: https://www.econbiz.de/10003350084
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3
Flexible seasonal time series models
Cai, Zongwu
;
Chen, Rong
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2006
Persistent link: https://www.econbiz.de/10003350085
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4
Estimation of long-memory time series models : a survey of different likelihood-based methods
Chan, Ngai Hang
;
Palma, Wilfredo
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2006
Persistent link: https://www.econbiz.de/10003350086
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5
Boosting-based frameworks in financial modeling : application to symbolic volatility forecasting
Gavrishchaka, Valeriy V.
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2006
Persistent link: https://www.econbiz.de/10003350087
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6
Overlaying time scales in financial volatility data
Hillebrand, Eric
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2006
Persistent link: https://www.econbiz.de/10003350088
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7
Evaluating the "Fed Model" of stock price valuation : an out-of-sample forecasting perspective
Jansen, Dennis W.
;
Wang, Zijun
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2006
Persistent link: https://www.econbiz.de/10003350089
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8
Structural change as an alternative to long memory in financial time series
Lai, Tze Leung
;
Xing, Haipeng
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2006
Persistent link: https://www.econbiz.de/10003350090
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9
Time series mean level and stochastic volatility modeling by smooth transition autoregressions : a Bayesian approach
Lopes, Hedibert Freitas
;
Salazar, Esther
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2006
Persistent link: https://www.econbiz.de/10003350097
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10
Estimating Taylor-type rules : an unbalanced regression?
Siklos, Pierre L.
;
Wohar, Mark E.
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2006
Persistent link: https://www.econbiz.de/10003350103
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