Nonlinear long memory models, with applications in finance

Nonlinear identification using local model networks

McLoone, S.C.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN039090 / BLDSC - British Library D...

Nonlinearities in stochastic volatility models

Tsiotas, G.K.

January 2002

Available from British Library Document Supply Centre-DSC:DXN051943 / BLDSC - British Library Docume...

An analysis of long memory vector time series

Fraser, W.S.A.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN016113 / BLDSC - British Library D...

Nonlinear time series with long memory A model for stochastic volatility

Robinson, P.
Zaffaroni, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/320) / BLDSC - British Li...

Nonlinearities and dynamics in finance

Markellos, R.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN032733 / BLDSC - British Library D...

Modelling of nonlinear long memory

Grublytė, Ieva

October 2017

The thesis introduces new nonlinear models with long memory which can be used for modelling of ﬁnanc...

Modelling nonlinearity and long memory in time series

Robinson, Peter M.
Zaffaroni, Paolo

January 1997

We discuss models that impart a form of long memory in raw time series xt or instantaneous functions...

A model for long memory conditional heteroscedasticity

Giraitis, L.
Robinson, P.M.
Surgailis, D.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/382) / BLDSC - British Li...

Modelling identification and forecasting nonlinear processes

Marrocu, E.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN040445 / BLDSC - British Library D...

Modeling of nonlinear long memory

Grublyte, Ieva

October 2017

Le but principal de cette thèse est de développer de nouveaux modèles non linéaires à longue mémoire...

Modelling long memory in stock market volatility A fractionally integrated generalised arch approach

Sola, M
Psaradakis, Z.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1995

Available from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--95/394) / BLDSC - Briti...

Some applications of generalised linear models

Scallan, A
Polytechnic of North London (United Kingdom)
Council for National Academic Awards, London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX97502 / BLDSC - British Library Do...

Essays on long memory processes and volatility

Hwang, S.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:D204268 / BLDSC - British Library Doc...

Efficient solution techniques for dynamic nonlinear rational expectations models

Fisher, P.G.
Holly, S.
Hughes-Hallett, A.J
London Business School (United Kingdom). Centre for Economic Forecasting

January 1985

SIGLEAvailable from British Library Lending Division - LD:3597.3859(145) / BLDSC - British Library D...

Solving and evaluating large non-linear econometric models

Hall, S.G.F

January 1986

Available from British Library Document Supply Centre- DSC:DX187268 / BLDSC - British Library Docume...

Nonlinear identification using local model networks

McLoone, S.C.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN039090 / BLDSC - British Library D...

Nonlinearities in stochastic volatility models

Tsiotas, G.K.

January 2002

Available from British Library Document Supply Centre-DSC:DXN051943 / BLDSC - British Library Docume...

An analysis of long memory vector time series

Fraser, W.S.A.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN016113 / BLDSC - British Library D...

Nonlinear time series with long memory A model for stochastic volatility

Robinson, P.
Zaffaroni, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/320) / BLDSC - British Li...

Nonlinearities and dynamics in finance

Markellos, R.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN032733 / BLDSC - British Library D...

Modelling of nonlinear long memory

Grublytė, Ieva

October 2017

The thesis introduces new nonlinear models with long memory which can be used for modelling of ﬁnanc...

Modelling nonlinearity and long memory in time series

Robinson, Peter M.
Zaffaroni, Paolo

January 1997

We discuss models that impart a form of long memory in raw time series xt or instantaneous functions...

A model for long memory conditional heteroscedasticity

Giraitis, L.
Robinson, P.M.
Surgailis, D.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/382) / BLDSC - British Li...

Modelling identification and forecasting nonlinear processes

Marrocu, E.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN040445 / BLDSC - British Library D...

Modeling of nonlinear long memory

Grublyte, Ieva

October 2017

Le but principal de cette thèse est de développer de nouveaux modèles non linéaires à longue mémoire...

Modelling long memory in stock market volatility A fractionally integrated generalised arch approach

Sola, M
Psaradakis, Z.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1995

Available from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--95/394) / BLDSC - Briti...

Some applications of generalised linear models

Scallan, A
Polytechnic of North London (United Kingdom)
Council for National Academic Awards, London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX97502 / BLDSC - British Library Do...

Essays on long memory processes and volatility

Hwang, S.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:D204268 / BLDSC - British Library Doc...

Efficient solution techniques for dynamic nonlinear rational expectations models

Fisher, P.G.
Holly, S.
Hughes-Hallett, A.J
London Business School (United Kingdom). Centre for Economic Forecasting

January 1985

SIGLEAvailable from British Library Lending Division - LD:3597.3859(145) / BLDSC - British Library D...

Solving and evaluating large non-linear econometric models

Hall, S.G.F

January 1986

Available from British Library Document Supply Centre- DSC:DX187268 / BLDSC - British Library Docume...

Nonlinear identification using local model networks

McLoone, S.C.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN039090 / BLDSC - British Library D...

Nonlinearities in stochastic volatility models

Tsiotas, G.K.

January 2002

Available from British Library Document Supply Centre-DSC:DXN051943 / BLDSC - British Library Docume...

An analysis of long memory vector time series

Fraser, W.S.A.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN016113 / BLDSC - British Library D...

Nonlinear long memory models, with applications in finance

Abstract

Extracted data

Nonlinear long memory models, with applications in finance

Abstract

Extracted data

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