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~subject:"Time series analysis"
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Time series analysis
Volatilität
106
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57
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52
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51
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Psaradakis, Zacharias G.
29
Sola, Martin
15
Spagnolo, Nicola
7
Hall, Stephen G.
6
Vávra, Marián
4
Kapetanios, George
3
Barassi, Marco R.
2
Caporale, Guglielmo Maria
2
Dueker, Michael
2
Psaradakis, Zacharias
2
Spagnolo, Fabio
2
Zhao, Yuqian
2
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Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G.
;
Spagnolo, Nicola
-
1999
Persistent link: https://www.econbiz.de/10001434242
Saved in:
2
Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
3
Persistent link: https://www.econbiz.de/10001790033
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3
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
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4
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
- In:
Econometric reviews
16
(
1997
)
4
,
pp. 421-439
Persistent link: https://www.econbiz.de/10001230024
Saved in:
5
Bootstrap-based evaluation of Markov-switching time series models
Psaradakis, Zacharias G.
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 275-288
Persistent link: https://www.econbiz.de/10001247697
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6
The econometrics of cointegrated time series : a survey
Psaradakis, Zacharias G.
-
1989
Persistent link: https://www.econbiz.de/10000803224
Saved in:
7
Changes in regime, cointegration, seasonality and the Japanese consumption function
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906274
Saved in:
8
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
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9
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000947745
Saved in:
10
Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G.
- In:
Economic modelling
14
(
1997
)
4
,
pp. 517-527
Persistent link: https://www.econbiz.de/10001238063
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