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Time series analysis
Zeitreihenanalyse
32
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31
Theory
31
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27
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27
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16
Volatilität
16
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Hurvich, Clifford M.
23
Soulier, Philippe
9
Ray, Bonnie K.
8
Chen, Willa W.
4
Deo, Rohit
4
Crato, Nuno
3
Deo, Rohit S.
3
Wang, Yi
3
Amihud, Yakov
2
Harvill, Jane L.
2
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2
Lu, Yi
2
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1
Giloni, Avi
1
Gooijer, Jan G. de
1
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NYU Working Paper
4
Statistics Working Papers Series, Vol. , pp. -, 2000
4
Econometric theory
2
Handbook of financial time series
2
International journal of forecasting
2
Journal of forecasting
2
Journal of the American Statistical Association : JASA
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Statistics Working Papers Series, Vol. , pp. -, 2002
2
IMA journal of management mathematics
1
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1
Journal of international money and finance
1
New York University, Stern School of Business, CeDER, Universite Paris X, Vol. , pp. -, 2009
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Statistics Working Papers Series, Vol. , pp. -, 1998
1
Statistics Working Papers Series, Vol. , pp. -, 2003
1
Statistics Working Papers Series, Vol. , pp. -, 2004
1
Statistics Working Papers Series, Vol. , pp. -, 2005
1
The journal of futures markets
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Memory in returns and volatilities of futures' contracts
Crato, Nuno
;
Ray, Bonnie K.
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 525-543
Persistent link: https://www.econbiz.de/10001509972
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2
Forecasting exchange rates using TSMARS
Gooijer, Jan G. de
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 513-534
Persistent link: https://www.econbiz.de/10001246594
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3
Model selection and forecasting for long-range dependent processes
Crato, Nuno
- In:
Journal of forecasting
15
(
1996
)
2
,
pp. 107-125
Persistent link: https://www.econbiz.de/10001195085
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4
Bayesian analysis of Vector ARMA models using Gibbs sampling
Ravishanker, Nalini
- In:
Journal of forecasting
16
(
1997
)
3
,
pp. 177-194
Persistent link: https://www.econbiz.de/10001227335
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5
A note on multi-step forecasting with functional coefficient autoregressive models
Harvill, Jane L.
;
Ray, Bonnie K.
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 717-727
Persistent link: https://www.econbiz.de/10003150697
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6
A mild skepticism on nonlinear forecasting : some comments on the paper by Harvill and Ray
Crato, Nuno
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 729-730
Persistent link: https://www.econbiz.de/10003150698
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7
Testing for long memory in volatility
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10001716895
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8
Predictive regressions : a reduced-bias estimation method
Amihud, Yakov
;
Hurvich, Clifford M.
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
4
,
pp. 813-841
Persistent link: https://www.econbiz.de/10002494982
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9
Estimation of long memory in the presence of a smooth nonparametric trend
Hurvich, Clifford M.
;
Lang, Gabriel
;
Soulier, Philippe
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 853-871
Persistent link: https://www.econbiz.de/10003107722
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10
Predictive regressions : a reduced-bias estimation method
Amihud, Yakov
;
Hurvich, Clifford M.
-
2002
Persistent link: https://www.econbiz.de/10001682386
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