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  • Search: subject:"Tree-Structured Model"
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Year of publication
Subject
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Business cycle 1 Capital income 1 Color Quantization 1 Estimation 1 Heterogeneous Autoregressive Realized Volatility (HAR-RV) model 1 Kapitaleinkommen 1 Konjunktur 1 MIDAS 1 Macroeconomic uncertainty 1 Realized volatility 1 Regime-switching 1 Risiko 1 Risk 1 Schätzung 1 Self-Organization 1 Stock market 1 Time series analysis 1 Tree-Structured Model 1 Tree-structured Model 1 USA 1 United States 1 Unsupervised Learning 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 acyclic directed graph 1 linear Kalman filter 1 linear least squares prediction 1 linear state space model 1 mass-balance 1 tree-structured model 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
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English 3
Author
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Benito-Picazo, Jesús 1 Czado, Claudia 1 Domínguez, Enrique 1 Garrett, Ian 1 Högn, Ralph 1 Liu, Wei 1 López-Rubio, Ezequiel 1
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Published in...
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Discussion Paper 1 Economic modelling 1 International Journal of Computer Vision and Image Processing (IJCVIP) 1
Source
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ECONIS (ZBW) 1 EconStor 1 Other ZBW resources 1
Showing 1 - 3 of 3
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Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei; Garrett, Ian - In: Economic modelling 128 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
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Growing Neural Forest-Based Color Quantization Applied to RGB Images
Benito-Picazo, Jesús; López-Rubio, Ezequiel; … - In: International Journal of Computer Vision and Image … 7 (2017) 3, pp. 13-25
Although last improvements in both physical storage technologies and image handling techniques have eased image managing processes, the large amount of information handled nowadays constantly demands more efficient ways to store and transmit image data streams. Among other alternatives for such...
Persistent link: https://www.econbiz.de/10012043833
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Theoretical Foundations of Autoregressive Models for Time Series on Acyclic Directed Graphs
Czado, Claudia; Högn, Ralph - 2003
sub-intervals implies linear restrictions in the tree-structured model. Under a white noise assumption for transition and …
Persistent link: https://www.econbiz.de/10010265648
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