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ChapterRolling Analysis of Time Series

Eric W. Zivot2003

Chapter2003

Rolling Analysis of Time Series

Eric W. Zivot · Jiahui Wang

93 citations·0/0 files stored·Springer eBooks

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Financial Risk and Volatility Modeling Stock Market Forecasting Methods Time Series Analysis and Forecasting

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References

1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 2000Irrational Exuberance 2001An Introduction to High-Frequency Finance 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 2001Market Models: A Guide to Financial Data Analysis 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 1988The Encyclopedia of Technical Market Indicators

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Year2003

Typechapter

Published2003-01-01

VenueSpringer eBooks

Languageen

Citations93

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-0-387-21763-5_9

openalex_workW119919366

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