Nonlinear modeling of economic and financial time-series

Statistical inference in multifractal random walk models for financial time series
由: Sattarhoff, Cristina
出版: (2011)

Applied time series econometrics
出版: (2004)

Applied econometric time series /
由: Ender, Walter
出版: (2010)

Applied nonlinear time series analysis applications in physics, physiology and finance /
由: Small, Michael, Dr
出版: (2005)

Elements of time series econometrics : an applied approach /
由: Kočenda, Evžen, et al.
出版: (2014)

Analysis of financial time series /
由: Tsay, Ruey S., 1951-
出版: (2010)

Complete and incomplete econometric models
由: Geweke, John
出版: (2010)

Empirical modeling in economics specification and evaluation /
由: Granger, C. W. J. (Clive William John), 1934-2009
出版: (1999)

An introduction to high-frequency finance
出版: (2001)

Time series applications to finance with R and S-Plus /
由: Chan, Ngai Hang
出版: (2010)

Multivariate time series analysis : with R and financial applications /
由: Tsay, Ruey S., 1951-
出版: (2014)

Applied econometric time series /
由: Enders, Walter, 1948-
出版: (2015)

Structural econometric models /
出版: (2013)

An introduction to analysis of financial data with R /
由: Tsay, Ruey S., 1951-
出版: (2013)

Nonlinear time series models in empirical finance
由: Franses, Philip Hans, 1963-
出版: (2000)

Examen multidimensionnel du Maroc.
出版: (2018)

The cointegrated VAR model methodology and applications /
由: Juselius, Katarina
出版: (2006)

Readings in unobserved components models
出版: (2005)

The economics of inaction stochastic control models with fixed costs /
由: Stokey, Nancy L.
出版: (2009)

Maximum simulated likelihood methods and applications
出版: (2010)

Incorporating market information into the construction of the fan chart
由: Elekdag, Selim
出版: (2009)

Computational macroeconomics for the open economy
由: Lim, G. C. (Guay C.)
出版: (2008)

Exploration of a nonlinear world an appreciation of Howell Tong's contributions to statistics /
出版: (2009)

Global market conditions and systemic risk
由: González-Hermosillo, Brenda
出版: (2009)

Elements of time series econometrics : an applied approach /
由: Kosenda, Evzen, et al.
出版: (2015)

Modelling financial time series
由: Taylor, Stephen (Stephen J.)
出版: (2008)

Building better econometric models using cross section and panel data /
由: Edwards, Jeffrey A.
出版: (2014)

Time series analysis /
由: Palma, Wilfredo
出版: (2016)

Structural reforms in the Euro area economic impact and role of synchronization across markets and countries /
由: Everaert, Luc
出版: (2006)

The analysis of time series : an introduction /
由: Chatfield, Chris
出版: (2004)

The spectral analysis of time series
由: Koopmans, Lambert Herman, 1930-
出版: (1995)

Advances in time series forecasting
出版: (2012)

Time series analysis : nonstationary and noninvertible distribution theory /
由: Tanaka, Katsuto, 1950-
出版: (2017)

Rational expectations and econometric practice.
出版: (1981)

Rational expectations and econometric practice.
出版: (1981)

The basics of financial econometrics : tools, concepts, and asset management applications /
由: Fabozzi, Frank J.
出版: (2014)