Econometric analysis of financial and economic time series

DE-92
DE-863
DE-862
DE-824
DE-29
URL des Erstveröffentlichers

Econometric analysis of financial and economic time series

Inhaltsangabe: “… Granger -- A new class of tail-dependent time-series models and its applications in financial time series / Zhengjun Zhang -- Asymmetric predictive abilities of nonlinear models for stock returns : evidence from density forecast comparison / Yong Bao, Tae-Hwy Lee -- Flexible seasonal time series models / Zongwu Cai, Rong Chen -- Estimation of long-memory time series models : a survey of different likelihood-based methods / Ngai Hang Chan, Wilfredo Palma -- Introduction / Thomas B.  …”
DE-634
DE-1043
DE-M347
DE-523
DE-91
DE-473
DE-19
DE-355
DE-703
DE-20
DE-706
DE-824
DE-29
DE-739
URL des Erstveröffentlichers

Econometric analysis of financial and economic time series

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