SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Selecting optimal lag order in Ljung–Box test · Study

ArticleShelves

ArticleSelecting optimal lag order in Ljung–Box test

Hossein Hassani2019

Article2019

Selecting optimal lag order in Ljung–Box test

Hossein Hassani · Mohammad Reza Yeganegi

70 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Time Series Analysis and Forecasting

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 70 citations exist upstream.

References

n.d.Forecasting principles and practice 2006Analysis of Financial Time Series 2010Analysis of Financial Time Series

Cited by

2022Proposed nonparametric runs rules Lepage and synthetic Lepage schemes 2024Enhanced distribution-free Cucconi schemes based on runs: An application to the surveillance of daily average customer service time

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011A model of carbon price interactions with macroeconomic and energy dynamicsarticle · 2 shared references 2019Reducing demand uncertainty in the platelet supply chain through artificial neural networks and ARIMA modelsarticle · 2 shared references 2017Combining official and Google Trends data to forecast the Italian youth unemployment ratearticle · 2 shared references 2014Can gold hedge and preserve value when the US dollar depreciates?article · 2 shared references 2017Comparison of transfer entropy methods for financial time seriesarticle · 2 shared references 2016Gaussian Process Regression Stochastic Volatility Model for Financial Time Seriesarticle · 2 shared references

Details

Year2019

Typearticle

Published2019-12-16

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations70

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.physa.2019.123700

openalex_workW2994854027

Links

Imported from OpenAlex (CC0) — nothing here is generated.