Nonlinearities and Forecasting in the Economic Time Series |
Lee, Woo-Rhee (Devision of Economics, Kyonggi University) |
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Using genetic algorithms to parameters (d,r) estimation for threshold autoregressive models
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DOI ScienceOn |
2 |
Chaos and Nonlinear Dynamics: Application to Financial Markets
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DOI ScienceOn |
3 |
Intervention analysis with applications to economic and environmental problems
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DOI ScienceOn |
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A Class of Nonlinear ARCH Models
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DOI ScienceOn |
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ARCH and Bilinear Time Series Models: comparision and combination
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6 |
Non-linear modelling and forecasting of S&P 500 volatility
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DOI ScienceOn |
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Modelling heteroskedasticity in daily foreign exchange rates estimation
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8 |
A Double-threshhold GARCH Model for the French Franc/Deutschmarc Exchange Rate
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DOI ScienceOn |
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A Monte carlo study of the forecasting performance of empirical SETAR models
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DOI ScienceOn |
10 |
Linear, nonlinear and essential foreign exchange rate prediction with simple trading rules
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DOI ScienceOn |
11 |
Diagnostic checking ARMA time series models using squared residual autocorrelations
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DOI |
12 |
A Tukey nonadditivity-type test for time series nonlinearity
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DOI ScienceOn |
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DOI ScienceOn |
14 |
Patterns in three Centuries of Stock Market Prices
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DOI ScienceOn |
15 |
Several Tests for Model Specification in the Presense of Alternative Hypothesis
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DOI ScienceOn |
16 |
Tests for Separate Families of Hypothesis
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17 |
Combining Economic Forecasts
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18 |
Modelling the Persistence of Conditional Variances
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DOI |
19 |
Tests for specification errors in classical linear least-squares regression analysis
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20 |
Generalised Autoregressive Conditional Heteroskedasticity'
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DOI ScienceOn |
21 |
Autoregressive Conditional Heteroskedasticty with Estimates of the Variance of U.K Inflation
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DOI ScienceOn |
22 |
A Test for Independence Based on the Correlation Dimension
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23 |
A comparision of the accurcy of short term foreign exchange forecasting methods
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DOI ScienceOn |
24 |
Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence
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DOI ScienceOn |
25 |
Combined forecasts from linear and nonlinear time series models
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DOI ScienceOn |
26 |
Nonlinearity tests for time series
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DOI ScienceOn |
27 |
Combining forecasts: operational adjustments to theoretically optimal rules
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DOI ScienceOn |
28 |
결합예측 방법에 의한 종합주가지수의 예측
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29 |
Relationship Betwen the Expected Value and the Volatility of the Nominal Excess Return on Stocks
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DOI ScienceOn |
30 |
ARCH and Bilinearity as Competing Models for Nonlinear Dependense'
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31 |
결합예측에 관한 실증적 연구
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32 |
Threshold Heteroskedasti Models
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DOI ScienceOn |
33 |
The Combination of Forecasts
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DOI |
34 |
Improved Methods of Combining Forecasts
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DOI |
35 |
Further Results on Tests of Separate Families of Hypothesis
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36 |
Estimating Time Varying Risk Premia in the Term Structure: the ARCH-M Model
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DOI ScienceOn |