Search Results - subject:"SEMIFAR models"

Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results

Beran, Jan; Feng, Yuanhua - 2001

This paper is written as a supplement to our paper Iterative plug-in algorithms for SEMIFAR models …

Persistent link: https://www.econbiz.de/10010324086

Supplement to the paper "Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties" : detailed simulation results

Beran, Jan; Feng, Yuanhua - 2001

This paper is written as a supplement to our paper Iterative plug-in algorithms for SEMIFAR models …

Persistent link: https://www.econbiz.de/10011544728

SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices

Beran, Jan; Feng, Yuanhua; Franke, Günter; Hess, Dieter; … - 1999

interval forecasts. In this paper, recent results on so-called SEMIFAR models introduced by Beran(1999) are summarized and …, the volatility of stock market indices and some simulated series. SEMIFAR models provide a unified approach that allows …

Persistent link: https://www.econbiz.de/10011543928

Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results

Beran, Jan; Yuanhua.Feng - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2001

This paper is written as a supplement to our paper Iterative plug-in algorithms for SEMIFAR models …

Persistent link: https://www.econbiz.de/10005146738