„multiplicative error model“

Suchergebnisse

1.000+ Treffer

• A Minimum Distance Lack-of-Fit Test in a Markovian Multiplicative Error Model
  Koul, Hira L. ; Perera, Indeewara
• Three essays on the econometric analysis of high-frequency data
  Malec, Peter ; Hautsch, Nikolaus ; Schienle, Melanie ; Lunde, Asger 2013 Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
• Structural adaptive models in financial econometrics
  Mihoci, Andrija ; Härdle, Wolfgang ; Hautsch, Nikolaus 2012 Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
• Statistical Analysis of Trading Volumes on the Energy Market using a Local Parametric Approach
  Estevez, María de Lourdes Alavez ; Härdle, Wolfgang ; Mihoci, Andrija 2012 Humboldt-Universität zu Berlin
• Modelling of vector MEM with hierarchical Archimedean copula
  Ristig, Alexander ; Okhrin, Ostap ; Hautsch, Nikolaus 2012 Humboldt-Universität zu Berlin
• Transfer learning with high-dimensional multiplicative models: least product relative error estimation approach
  Yang, Rui ; Song, Yunquan
• Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
  Bodnar, Taras ; Hautsch, Nikolaus 2012 Humboldt-Universität zu Berlin
• Capturing the zero: a new class of zero-augmented distributions and multiplicative error processes
  Hautsch, Nikolaus ; Malec, Peter ; Schienle, Melanie 2011 Univ.-Bibliothek Frankfurt am Main
• Copula-based dynamic conditional correlation multiplicative error processes
  Bodnar, Taras ; Hautsch, Nikolaus 2013 Univ.-Bibliothek Frankfurt am Main
• Capturing the zero: a new class of zero-augmented distributions and multiplicative error processes – [November 2010]
  Hautsch, Nikolaus ; Malec, Peter ; Schienle, Melanie 2010 Univ.-Bibliothek Frankfurt am Main
• Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model
  Hautsch, Nikolaus 2007 Univ.-Bibliothek Frankfurt am Main
• Local Adaptive Multiplicative Error Models for High-Frequency Forecasts
  Härdle, Wolfgang ; Hautsch, Nikolaus ; Mihoci, Andrija 2012 Humboldt-Universität zu Berlin
• Testing Multiplicative Error Models Using Conditional Moment Tests
  Hautsch, Nikolaus 2008 Humboldt-Universität zu Berlin
• Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series
  Hautsch, Nikolaus ; Okhrin, Ostap ; Ristig, Alexander 2012 Humboldt-Universität zu Berlin
• Capturing the Zero
  Schienle, Melanie ; Malec, Peter ; Hautsch, Nikolaus 2010 Humboldt-Universität zu Berlin
• Adaptive Order FlowForecasting withMultiplicativeError Models
  Härdle, Wolfgang ; Mihoci, Andrija ; Ting, Christopher 2014 Humboldt-Universität zu Berlin
• Capturing Common Components in High-Frequency Financial Time Series
  Hautsch, Nikolaus 2007 Humboldt-Universität zu Berlin
• Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
  Hautsch, Nikolaus ; Jeleskovic, Vahidin 2008 Humboldt-Universität zu Berlin
• Three essays on the econometric analysis of high-frequency data
  Malec, Peter
• Application of a mixed additive and multiplicative random error model to generate DTM products from LiDAR data
  Li, Guohong ; Xin, Huijuan ; Song, Xiaohui ; Rehan, Khan