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Found 69 Documents (Results 1–69)

Modelling asymmetric behaviour in time series: identification through PSO. (English) Zbl 1407.62324

Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10–12, 2012. Cham: Springer. 265-276 (2014).
MSC:  62M10 62P05
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Estimating a banking-macro model using a multi-regime VAR. (English) Zbl 1315.91049

Schleer-van Gellecom, Frauke (ed.), Advances in non-linear economic modeling. Theory and applications. Berlin: Springer (ISBN 978-3-642-42038-2/hbk; 978-3-642-42039-9/ebook). Dynamic Modeling and Econometrics in Economics and Finance 17, 3-40 (2014).
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