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A nonlinear autoregressive con...
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1
Determinants of bid and ask quotes and implications for the cost of trading
Zhang, Michael Yuanjie
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 656-678
Persistent link: https://www.econbiz.de/10003759740
Saved in:
2
A nonlinear autoregressive conditional duration model with applications to financial transaction
Zhang, Michael Yuanjie
;
Russel, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 179-207
Persistent link: https://www.econbiz.de/10001589535
Saved in:
3
True or spurious long memory? : a new test
Ohanissian, Arek
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10003675667
Saved in:
4
Parsimonious parameterization of vector autoregressive moving average models
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10001069382
Saved in:
5
Testing for noninvertible models with applications
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10001142122
Saved in:
6
Analysis of financial time series : financial econometrics
Tsay, Ruey S.
-
2001
Persistent link: https://www.econbiz.de/10001571906
Saved in:
7
Analysis of financial time series : financial econometrics
Tsay, Ruey S.
-
2002
Persistent link: https://www.econbiz.de/10001589997
Saved in:
8
Nonlinear models and forecasting
Tsay, Ruey S.
- In:
A companion to economic forecasting
,
(pp. 453-484)
.
2002
Persistent link: https://www.econbiz.de/10001894049
Saved in:
9
Model indentification in dynamic regression (distributed lag) models
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
3
(
1985
)
3
,
pp. 228-237
Persistent link: https://www.econbiz.de/10002946056
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10
Analysis of financial time series
Tsay, Ruey S.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10002705310
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