search query: @indexterm time series / total: 413
references: 122-131 / 413
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122.
Regression with nonstationary volatility
Econometrica
1995 : SEP, VOL. 63:5, p. 1113-1132
 1995 Hansen, B.
123.
A statistical correlation dimension
Journal of Empirical Finance
1995 : SEP, VOL. 2:3, p. 277-293
 1995 Mayer-Foulkes, D.
124.
A model for binary time series data with serial odds ratio patterns
Applied Statistics
1995 : VOL. 44:1, p. 51-62
 1995 Fitzmaurice, G.
Lipsitz, S.
125.
An analysis of lead-lag structures using a frequency domain approach: empirical evidence from the Finnish and Swedish stock markets
European Journal of Operational Research
1995 : MAR 2, VOL. 81:2, p. 259-270
 1995 Pynnonen, S.
Kniff, J.
Luoma, M.
126.
Time series analysis of catch-at-age observations
Applied Statistics
1994 : VOL. 43:1, p. 117-126
 1994 Gudmundsson, G.
127.
A multivariate time series analysis of the US aggregate production function
Empirical Economics
1994 : VOL. 19:4, p. 659-674
 1994 McMillin, W.
Smyth, D.
128.
Comparing random and deterministic time series
Economic Theory
1994 : VOL. 4:5, p. 765-776
 1994 Radunskaya, A.
129.
Time-series analysis forecasting for the management account
Management Accounting (London)
1994 : JUN, VOL. 72:6, p. 48-50
 1994 Remenyi, D.
130.
Long-memory and nonlinearity: a time series analysis of stock returns and volatilities
Managerial Finance
1994 : VOL.2:2/3, p.49-67
 1994 Crato, N.
Lima, P. de
131.
The gilt market: models and model-based trading
Journal of the Operational Research Society
1994 : APR, VOL. 45:4, p. 392-408
 1994 Flavell, R.
Meade, N.
Salkin, G.
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