Artikel
Financial time series: Methods and models
The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of Risk and Financial Management on "Financial Time Series: Methods & Models" contributes to the evolution of research on the analysis of financial time series by presenting a diversified collection of scientific contributions exploring different lines of research within this field.
- Language
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Englisch
- Bibliographic citation
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Journal: Journal of Risk and Financial Management ; ISSN: 1911-8074 ; Volume: 13 ; Year: 2020 ; Issue: 5 ; Pages: 1-3 ; Basel: MDPI
- Classification
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Wirtschaft
- Subject
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financial time series
GARCH models
capital markets
emerging markets
realized volatility
dynamic conditional correlation models
cointegration
model-based clustering
structural breaks
market efficiency
misery index
- Event
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Geistige Schöpfung
- (who)
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Caporin, Massimiliano
Storti, Giuseppe
- Event
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Veröffentlichung
- (who)
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MDPI
- (where)
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Basel
- (when)
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2020
- DOI
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doi:10.3390/jrfm13050086
- Handle
- Last update
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10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Caporin, Massimiliano
- Storti, Giuseppe
- MDPI
Time of origin
- 2020
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Goodness-of-fit tests for copulas of multivariate time series
Testing the Ricardian equivalence theorem: Time series evidence from Turkey
Measures of dispersion and serial dependence in categorical time series
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Forecasting high-dimensional financial functional time series: An application to constituent stocks in Dow Jones index
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On financial distributions modelling methods: Application on regression models for time series
Modelling volatile time series with v-transforms and copulas
A time series analysis of judicial foreclosures in Spain
Likelihood inference for generalized integer autoregressive time series models
Improved methods for predicting the financial vulnerability of nonprofit organizations
Goodness-of-fit tests for copulas of multivariate time series
Testing the Ricardian equivalence theorem: Time series evidence from Turkey
Measures of dispersion and serial dependence in categorical time series
Generalized binary time series models
Forecasting high-dimensional financial functional time series: An application to constituent stocks in Dow Jones index
Predicting extreme daily regime shifts in financial time series exchange/Johannesburg stock exchange: All share index
Financial time series forecasting using empirical mode decomposition and support vector regression
On financial distributions modelling methods: Application on regression models for time series
Modelling volatile time series with v-transforms and copulas
A time series analysis of judicial foreclosures in Spain
Likelihood inference for generalized integer autoregressive time series models
Improved methods for predicting the financial vulnerability of nonprofit organizations
Goodness-of-fit tests for copulas of multivariate time series
Testing the Ricardian equivalence theorem: Time series evidence from Turkey
Measures of dispersion and serial dependence in categorical time series
Generalized binary time series models
Forecasting high-dimensional financial functional time series: An application to constituent stocks in Dow Jones index
Predicting extreme daily regime shifts in financial time series exchange/Johannesburg stock exchange: All share index