Narrow search
Showing 1 - 10 of 37
Cover Image
The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection
Galeano, Pedro; Concepción Ausín, M - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 559-572
Persistent link: https://www.econbiz.de/10008704006
Cover Image
Forecasting with leading indicators revisited
Tsay, Ruey S.; Wu, Chung-Shu - In: Journal of forecasting 22 (2003) 8, pp. 603
Persistent link: https://www.econbiz.de/10006884738
Cover Image
General - Time Series and Forecasting: Brief History and Future Research
Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 95 (2000) 450, pp. 638-642
Persistent link: https://www.econbiz.de/10006623998
Cover Image
Theory and Methods - Testing and Modeling Multivariate Threshold Models
Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 93 (1998) 443, pp. 1188-1202
Persistent link: https://www.econbiz.de/10006628298
Cover Image
A Unified Approach to Identifying Multivariate Time Series Models
Li, Hong; Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 93 (1998) 442, pp. 770-782
Persistent link: https://www.econbiz.de/10006628847
Cover Image
Forecasting the U.S. Unemployment Rate
Montgomery, Alan L.; Zarnowitz, Victor; Tsay, Ruey S.; … - In: Journal of the American Statistical Association : JASA 93 (1998) 442, pp. 478-493
Persistent link: https://www.econbiz.de/10006628880
Cover Image
Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series
McCulloch, Robert E.; Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 88 (1993) 423, pp. 968-978
Persistent link: https://www.econbiz.de/10006638809
Cover Image
Nonlinear Additive ARX Models
Chen, Rong; Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 88 (1993) 423, pp. 955-967
Persistent link: https://www.econbiz.de/10006638810
Cover Image
Functional-Coefficient Autoregressive Models
Chen, Rong; Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 88 (1993) 421, pp. 298-308
Persistent link: https://www.econbiz.de/10006638891
Cover Image
Long-Range Dependence in Daily Stock Volatilities
Ray, Bonnie K.; Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 254-262
Persistent link: https://www.econbiz.de/10008217904