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Statistical arbitrage using cointegration and principal component analysis approach
Bartkoviak, Oleksandr; Shpyrko, Viktor; Chernyak, Oleksandr - In: Business Development and Economic Governance in …, (pp. 167-182). 2022
Persistent link: https://www.econbiz.de/10013413520
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Testing for random walk coefficients in regression and state space models : with 72 tables
Moryson, Martin - 1998
Persistent link: https://www.econbiz.de/10000990086
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Fehlende Werte in der angewandten Statistik
Schwab, Georg - 1991
Persistent link: https://www.econbiz.de/10000821227
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Statistical process control and its application in finance
Severin, Thomas - In: Risk measurement, econometrics and neural networks : …, (pp. 83-104). 1998
Persistent link: https://www.econbiz.de/10001305358
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Causal analysis and statistical inference on possibly non-stationary time series
Hosoya, Yuzo - 1997
Persistent link: https://www.econbiz.de/10001328737
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Bayes'sche Modelle zur Prognose des langfristigen Zinssatzes in Deutschland
Polasek, Wolfgang - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 319-328). 1996
Persistent link: https://www.econbiz.de/10001318060
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Nonlinear time series, complexity theory, and finance
Brock, William A. - 1996
Persistent link: https://www.econbiz.de/10001320253
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Bewertung der Treffgenauigkeit von Diagnosemethoden
Schäfer, Karl-August - In: Analyse saisonaler Zeitreihen, (pp. 149-154). 1997
Persistent link: https://www.econbiz.de/10001320416
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Methodische Überlegungen zum Vergleich von Zeitreihenanalyseverfahren im Zeitbereich
Heiler, Siegfried - In: Analyse saisonaler Zeitreihen, (pp. 119-148). 1997
Persistent link: https://www.econbiz.de/10001320417
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Autocorrelation-robust inference
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10001321898