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Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Bootstrap inference in time series econometrics
Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000984101
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Statistical properties of GARCH processes
He, Changli - 1997
Persistent link: https://www.econbiz.de/10000975043
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Modelling macroeconomic time series with smooth transition autoregressions
Skalin, Joakim - 1999
Persistent link: https://www.econbiz.de/10000997092
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Modelling economic high-frequency time series
Lundbergh, Stefan - 1999
Persistent link: https://www.econbiz.de/10001401660
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On testing and forecasting in fractionally integrated time series models
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10001372216
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Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks
Rech, Gianluigi - 2001
Persistent link: https://www.econbiz.de/10001628249