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  • Search: subject:"multiplicative models"
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Year of publication
Subject
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additive models of return 2 financial assets returns 2 linear approximation and linear equivalences 2 multiplicative models of returns 2 Analysis of variance 1 CAPM 1 Citation analysis 1 Correlation 1 Dynamic conditional correlations 1 Estimation 1 Estimation theory 1 Gaps 1 Inflation 1 Inflation rate 1 Inflationsrate 1 Korrelation 1 Linear algebra 1 Lineare Algebra 1 Multiplicative models 1 Portfolio-Management 1 Realized covariances 1 Saisonale Schwankungen 1 Saisonkomponente 1 Schätztheorie 1 Schätzung 1 Seasonal component 1 Seasonal variations 1 Theorie 1 Theory 1 Time series analysis 1 Unternehmensfinanzierung 1 Varianzanalyse 1 Wilkie's model 1 Wishart distribution 1 Zeitreihenanalyse 1 inflation 1 log-multiplicative models 1 multiplicative models 1 seasonality 1 social networks 1
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Online availability
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Free 5
Type of publication
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Book / Working Paper 5
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 4 Undetermined 1
Author
All
Apreda, Rodolfo 2 Baumgartner, H. 1 Bauwensa, Luc 1 Bijmolt, T.H.A. 1 Braione, Manuela 1 Gooijer, Jan G. de 1 Pieters, Rik 1 Storti, Giuseppe 1 Vermunt, J.K. 1 Vidiella-i-Anguera, Antoni 1
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Institution
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Tilburg University, Center for Economic Research 1 Universidad del CEMA 1
Published in...
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CEMA Working Papers: Serie Documentos de Trabajo. 1 CORE discussion papers : DP 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / Tinbergen Institute 1 Serie Documentos de Trabajo 1
Source
All
ECONIS (ZBW) 2 RePEc 2 EconStor 1
Showing 1 - 5 of 5
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Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc; Braione, Manuela; Storti, Giuseppe - 2016
Persistent link: https://www.econbiz.de/10011894432
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Multiplicative models of financial returns an what we fail to get when they are disregarded
Apreda, Rodolfo - Universidad del CEMA - 2011
This paper puts forward an alternative approach to multiplicative models and their assessment of returns out of … to the multiplicative model. Last of all, three empirical examples bring home how to profit from multiplicative models in …
Persistent link: https://www.econbiz.de/10009149434
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Multiplicative models of financial returns and what we fail to get when they are disregarded
Apreda, Rodolfo - 2011
This paper puts forward an alternative approach to multiplicative models and their assessment of returns out of … to the multiplicative model. Last of all, three empirical examples bring home how to profit from multiplicative models in …
Persistent link: https://www.econbiz.de/10010323109
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Modelling seasonalities in nonlinear inflation rates using SEASETARs
Gooijer, Jan G. de; Vidiella-i-Anguera, Antoni - 2000
In this paper, we present a new time series model, whichdescribes self-exciting threshold autoregressive (SETAR) nonlinearityand seasonality simultaneously. The model is termed multiplicativeseasonal SETAR (SEASETAR). It can be viewed as a special case of ageneral non-multiplicativeSETAR model...
Persistent link: https://www.econbiz.de/10011304390
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Importance, Cohesion and Structural Equivalence in the Evolving Citation Network of the International Journal of Research in Marketing
Pieters, Rik; Baumgartner, H.; Vermunt, J.K.; Bijmolt, … - Tilburg University, Center for Economic Research - 1998
The citation network of the International Journal of Research in Marketing (IJRM) is examined from 1981 to 1995. We propose a model that contains log-linear and logmultiplicative terms to estimate simultaneously the importance, cohesion, and structural equivalence of journals in the network...
Persistent link: https://www.econbiz.de/10011091873
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