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  • Search: subject:"Chebyshev polynomials"
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Year of publication
Subject
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Chebyshev polynomials 38 Zeitreihenanalyse 11 Time series analysis 10 Theorie 8 Schätztheorie 7 Estimation theory 6 Theory 6 Optionspreistheorie 5 fractional integration 5 Markov switching 4 New Keynesian model 4 Option pricing theory 4 Policy function iteration 4 Zero lower bound 4 Epstein-Zin preferences 3 Estimation 3 Fractional integration 3 Mathematical programming 3 Mathematische Optimierung 3 Persistence 3 Schätzung 3 Time-varying cointegration 3 long run dependence 3 non-linearities 3 10-year bond yields 2 Air pollution 2 Black-Scholes model 2 Black-Scholes-Modell 2 CO2 emissions 2 Cointegration 2 Constrained optimal designs 2 Cyclicality 2 D1-optimal designs 2 Demand for gasoline 2 EMAX model 2 Economic convergence 2 Einheitswurzeltest 2 Fourier functions 2 Fully modified Wald test 2 Fully modified least-squared estimator 2
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Online availability
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Free 18 Undetermined 18 CC license 2
Type of publication
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Article 23 Book / Working Paper 19
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16 Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5
Language
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English 30 Undetermined 12
Author
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Dette, Holger 7 Gil-Alaña, Luis A. 7 Cuestas, Juan Carlos 4 Canarella, Giorgio 3 Caporale, Guglielmo Maria 3 Gil-Alana, Luis A. 3 Gupta, Rangan 3 Miller, Stephen M. 3 Richter, Alexander W. 3 Throckmorton, Nathaniel A. 3 Walker, Todd B. 3 Aghdam, Y. Esmaeelzade 2 Biedermann, Stefanie 2 Hoffmann, Philipp 2 Melas, Viatcheslav B. 2 Mesgarani, H. 2 Neto, David 2 Sephton, Peter S. 2 Tzavalis, Elias 2 Wang, Shijun 2 Wiens, Douglas P. 2 Wong, Weng Kee 2 Adl, A. 1 Bakhshandeh, M. 1 Balparda, Borja 1 Baxley, John V. 1 Berenhaut, Kenneth S. 1 Bokhari, S. 1 Bunday, B. 1 ElMawazini, Khaled 1 Farnam, B. 1 Frutos, Javier de 1 Gatón, Víctor 1 Gaß, Maximilian 1 Genc, Talat S. 1 Glau, Kathrin 1 Gómez-Aguilar, J. F. 1 Huang, Mong-Na Lo 1 Jaddu, Hussein 1 Keith, Jonathan 1
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Institution
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 3 Asociación Española de Economía y Finanzas Internacionales - AEEFI 1 Department of Economics, Auburn University 1 Department of Economics, University of Sheffield 1 EconWPA 1 School of Economics and Finance, Queen Mary 1 Society for Computational Economics - SCE 1
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Published in...
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Computational economics 3 Technical Report 3 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 3 Energy economics 2 Annals of the Institute of Statistical Mathematics 1 Auburn Economics Working Paper Series 1 CESifo Working Paper 1 CESifo working papers 1 Computational Economics 1 Computational Management Science : CMS 1 Computational Optimization and Applications 1 Computing in Economics and Finance 2004 1 Economics and finance working paper series 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy Economics 1 Environmental and resource economics 1 Finance and stochastics 1 GE, Growth, Math methods 1 International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance 1 Journal of derivatives and quantitative studies : Seonmul yeongu 1 Journal of economic studies 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics of operations research 1 Statistics & Probability Letters 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Top : transactions in operations research 1 Working Paper 1 Working Papers / Asociación Española de Economía y Finanzas Internacionales - AEEFI 1 Working Papers / Department of Economics, University of Sheffield 1 Working Papers / School of Economics and Finance, Queen Mary 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working paper series / Department of Economics, Auburn University 1 Working papers / University of Connecticut, Department of Economics 1 World development sustainability 1
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Source
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ECONIS (ZBW) 21 RePEc 16 EconStor 5
Showing 1 - 10 of 42
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Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields
Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Yaya, … - 2022
period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions …
Persistent link: https://www.econbiz.de/10013177588
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Further evidence of mean reversion in CO2 emissions
Sephton, Peter S. - In: World development sustainability 1 (2022) 1, pp. 1-6
Sephton (2020) demonstrated that nearly all national and relative CO2 emissions in a group of 33 nations were mean-reverting after making allowance for non-linear deterministics and first-order autocorrelation. This suggested that a permanent reduction in emissions could only be accomplished...
Persistent link: https://www.econbiz.de/10013553694
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Modelling persistence and non-linearities in the US treasury 10-year bond yields
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Yaya, … - 2022
period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions …
Persistent link: https://www.econbiz.de/10012813850
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A VECM analysis of Bitcoin price using time-varying cointegration approach
Lee, Yong; Rhee, Joon Hee - In: Journal of derivatives and quantitative studies : … 30 (2022) 3, pp. 197-218
This study proposed an optimal model to examine the relationship between the Bitcoin price and six macroeconomic variables - the Bitcoin price, Standard and Poor's 500 volatility index, US treasury 10-year yield, US consumer price index, gold price and dollar index. It also examined the...
Persistent link: https://www.econbiz.de/10013411582
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The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.; Bakhshandeh, M.; Aghdam, Y. Esmaeelzade; … - In: Computational economics 62 (2023) 4, pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
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Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos; Gil-Alaña, Luis A.; Malmierca, María - In: Journal of economic studies 50 (2023) 3, pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
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The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade; Mesgarani, H.; Adl, A.; Farnam, B. - In: Computational economics 61 (2023) 2, pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
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Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin; Keith, Jonathan; Zhang, Xibin - 2020
Persistent link: https://www.econbiz.de/10012697180
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The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International finance : the only journal bridging the … 25 (2022) 1, pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
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Modeling U.S. historical time-series prices and inflation using various linear and nonlinear long-memory approaches
Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - 2017
Persistent link: https://www.econbiz.de/10011687773
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