Works matching IS 01439782 AND DT 2022 AND VI 43 AND IP 1
Results: 11
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 4, doi. 10.1111/jtsa.12632
- Publication type:
- Article
Editorial Announcement: Professor Michael McAleer.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 3, doi. 10.1111/jtsa.12631
- Publication type:
- Article
Generalized autoregressive moving average models with GARCH errors.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 125, doi. 10.1111/jtsa.12602
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- Publication type:
- Article
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 1, doi. 10.1111/jtsa.12596
- Publication type:
- Article
On the Relationship between Uhlig Extended and beta‐Bartlett Processes.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 147, doi. 10.1111/jtsa.12595
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- Publication type:
- Article
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 105, doi. 10.1111/jtsa.12594
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- Publication type:
- Article
Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 83, doi. 10.1111/jtsa.12593
- Publication type:
- Article
Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 53, doi. 10.1111/jtsa.12592
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- Publication type:
- Article
Wasserstein autoregressive models for density time series.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 30, doi. 10.1111/jtsa.12590
- By:
- Publication type:
- Article
Periodic autoregressive conditional duration.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 5, doi. 10.1111/jtsa.12588
- By:
- Publication type:
- Article
Review of the book Stochastic Models for Time Series by Paul Doukhan.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 154, doi. 10.1111/jtsa.12581
- Publication type:
- Article