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  • Search: subject:"Approximately best linear predictor"
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Year of publication
Subject
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Approximately best linear predictor 2 FI-Log-ACD 2 Semi-FI-Log-ACD 2 financial forecasting 2 long memory time series 2 nonparametric methods 2 ARMA model 1 ARMA-Modell 1 Estimation theory 1 Financial market 1 Finanzmarkt 1 Forecasting model 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Prognoseverfahren 1 Schätztheorie 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
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Feng, Yuanhua 2 Chen Zhou 1 Zhou, Chen 1
Institution
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Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften 1
Published in...
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CIE working paper series 1 Working Papers CIE 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Zhou, Chen - Department Volkswirtschaftslehre, Fachbereich für … - 2013
proposed. It is shown that this proposal is an approximately best linear predictor. Approximate variances of the prediction …
Persistent link: https://www.econbiz.de/10010780859
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Cover Image
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Chen Zhou - 2013
Persistent link: https://www.econbiz.de/10010194513
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