( en | de | ru )

 

Disambiguation

From post

копироватьудалитьдобавить публикацию в буфер
Modeling the persistent volatility of asset returns.

, , и . CIFEr, стр. 266-272. IEEE, (1997)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

Horst Crato

Edward Kweku Nunoo

Beatrice Nunold

Heinz Crato

Nuno Amaálio

 

Другие публикации лиц с тем же именем

The detection and estimation of long memory in stochastic volatility, , и . Journal of Econometrics, 83 (1-2): 325--348 (00 1998)Modeling the persistent volatility of asset returns., , и . CIFEr, стр. 266-272. IEEE, (1997)A periodogram-based metric for time series classification., , и . Comput. Stat. Data Anal., 50 (10): 2668-2684 (2006)A new model for explaining long-range correlations in human time interval production., , и . Comput. Stat. Data Anal., 56 (6): 1908-1919 (2012)A note on moving average forecasts of long memory processes with an application to quality control, , и . International Journal of Forecasting, 18 (2): 291--297 (00 2002)A fragmented-periodogram approach for clustering big data time series., , и . Adv. Data Anal. Classif., 14 (1): 117-146 (2020)A generative power-law search tree model., , и . Comput. Oper. Res., 36 (8): 2376-2386 (2009)Heavy-Tailed Phenomena in Satisfiability and Constraint Satisfaction Problems., , , и . J. Autom. Reason., 24 (1/2): 67-100 (2000)Semi-parametric smoothing estimators for long-memory processes with added noise, и . Journal of Statistical Planning and Inference, 105 (2): 283--297 (01.07.2002)Heavy-Tailed Distributions in Combinatorial Search., , и . CP, том 1330 из Lecture Notes in Computer Science, стр. 121-135. Springer, (1997)