LAP Lambert Academic Publishing Prediction of nonlinear nonstationary time series data: A Digital Filter and Support Vector Regression

Exchange Rate Prediction using Support Vector Machines: A comparison with Artificial Neural Networks

LAP Lambert Academic Publishing

On Mathematical and Statistical Forecasting Models: Selection Criteria for Autoregressive Forecasting Models

LAP Lambert Academic Publishing

Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance

Springer

Non-Linear Time Series Models in Empirical Finance

Cambridge University Press

Forecasting Models for Non-Scheduled Air Transportation: Statistical Analysis, Machine Learning Methods and Hybrid Forecasting Approaches

LAP Lambert Academic Publishing

Modelling the Probability Distribution of Stock Price Changes: Financial Time Series

LAP Lambert Academic Publishing

Financial Econometrics: An Example-Based Handbook

Modèles de prévision pour le transport aérien non régulier: Analyse statistique, méthodes d'apprentissage automatique et approches de prévision hybrides

Applied Time Series Analysis and Forecasting with Python (Statistics and Computing)

Springer

Financial Econometrics Linear and Non Linear Economic Modelling (Int)

Univariate Time Series Modelling and Forecasting using TSMARS: A study of threshold time series autoregressive, seasonal and moving average models using TSMARS

LAP Lambert Academic Publishing

Statistical Inference in Autoregressive Models: Estimation of Autoregressive Models

LAP Lambert Academic Publishing

Gaussian and Non-Gaussian Linear Time Series and Random Fields (Springer Series in Statistics)

Springer

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance

Springer

Prediction of Bangladesh Bank Reserve Money: Time Series Analysis Approach

VDM Verlag

Ethiopian Domestic Price Volatility Using Time Series Models

LAP Lambert Academic Publishing

Conditional Copula-GARCH Methods for Value at Risk of Portfolio: Combining Copula and Forecasting Function of GARCH Model to Estimate of Portfolio's Value at Risk

LAP Lambert Academic Publishing

Multivariate Time Series With Linear State Space Structure

Springer

Analysis of Time Series Data in the Presence of Outliers: In frequency domain

LAP Lambert Academic Publishing

ARCH Models and Financial Applications (Springer Series in Statistics)

Springer

Recent Econometric Techniques for Macroeconomic and Financial Data: 27 (Dynamic Modeling and Econometrics in Economics and Finance, 27)

Springer

Statistical Inference in Non-Linear Models in Econometrics: IIterative Nonlinear Estimation

LAP Lambert Academic Publishing

Spurious Regression in Time-Series Econometrics: A brief survey

VDM Verlag

Applied Time Series Modelling and Forecasting

Wiley