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A nonlinear autoregressive conditional duration model with applications to financial transaction
Zhang, Michael Yuanjie; Russel, Jeffrey R.; Tsay, Ruey S. - In: Journal of econometrics 104 (2001) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001589535
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True or spurious long memory? : a new test
Ohanissian, Arek; Russell, Jeffrey R.; Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 161-175
Persistent link: https://www.econbiz.de/10003675667
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Analysis of financial time series
Tsay, Ruey S. - 2010 - 3. ed.
Persistent link: https://www.econbiz.de/10009345962
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Analysis of financial time series
Tsay, Ruey S. - 2005 - 2. ed.
Persistent link: https://www.econbiz.de/10004843902
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Parsimonious parameterization of vector autoregressive moving average models
Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10001069382
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Testing for noninvertible models with applications
Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 225-233
Persistent link: https://www.econbiz.de/10001142122
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Analysis of financial time series : financial econometrics
Tsay, Ruey S. - 2001
Persistent link: https://www.econbiz.de/10001571906
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Analysis of financial time series : financial econometrics
Tsay, Ruey S. - 2002
Persistent link: https://www.econbiz.de/10001589997
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Analysis of financial time series
Tsay, Ruey S. - 2005 - 2. ed.
Persistent link: https://www.econbiz.de/10002705310
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An introduction to analysis of financial data with R
Tsay, Ruey S. - 2013
Persistent link: https://www.econbiz.de/10009678179