Similar Search Results - EconBiz

The value of weather information for e-commerce operations

Steinker, Sebastian; Hoberg, Kai; Thonemann, Ulrich - In: Production and operations management : an international … 26 (2017) 10, pp. 1854-1874

Persistent link: https://www.econbiz.de/10011778038

Modelling seasonal fractionally integrated process with volatility and structural change

Dhliwayo, Lawrence; Matarise, Florance; Chimedza, Charles - In: International journal of computational economics and … 14 (2024) 4, pp. 468-485

Persistent link: https://www.econbiz.de/10015399331

Construction of an SDE model from intraday copper futures prices

Mastroeni, Loretta; Vellucci, Pierluigi - In: Risks : open access journal 10 (2022) 11, pp. 1-21

This paper introduces a model for intraday copper futures prices based on a stochastic differential equation (SDE). In particular, we derive an SDE that fits the model to the data and that is based on the whitening filter approach, a method characterizing linear time-variant systems. This method...

Persistent link: https://www.econbiz.de/10014228905

Stochastic volatility in interest rates and nonlinearity in velocity

Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000

Persistent link: https://www.econbiz.de/10001508715

Common stochastic trends in a system of shadow exchange rates

Rangvid, Jesper; Sørensen, Carsten - In: Exchange rate policies for small open economies, (pp. 153-168). 1999

Persistent link: https://www.econbiz.de/10001508996

Testing stochastic cycles in macroeconomic time series

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509600

Stochastic processes subject to time-scale transformations : an application to high-frequency FX data

Jordà, Òscar (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001512881

Regression trendbehafteter Zeitreihen in der Ökonometrie

Hassler, Uwe - 2000 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001516312

Analyse de l'évolution de la masse monétaire au Cameroun et au Gabon : une approche par la modélisation de Box et Jenkins

Koum, François - In: Etudes et statistiques : bulletin mensuel (1999), pp. 99-121

Persistent link: https://www.econbiz.de/10001499640

L' analyse des séries chronologiques : spécification et estimation des modèles univariés et multivariés

Larue, Bruno; Gervais, Jean-Philippe - 1998

Persistent link: https://www.econbiz.de/10001501546

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