Similar Search Results

Essays on nonlinear and explosive time series : with applications to financial markets

Kaufmann, Hendrik - 2014

Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests

Persistent link: https://www.econbiz.de/10010395343

Essays on statistical arbitrage

Krauss, Christopher - 2016

Persistent link: https://www.econbiz.de/10011499659

Three essays on gas market liberalization

Orlova, Ekaterina - 2015

Persistent link: https://www.econbiz.de/10011309249

Testing for unit roots and cointegration using panel data : theory and applications

Banerjee, Anindya (contributor) - 1999

Persistent link: https://www.econbiz.de/10001435644

Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence

Rinke, Saskia - 2017

Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung

Persistent link: https://www.econbiz.de/10012123316