Browsing Naturwissenschaften, Mathematik und Informatik by Referee "Zucchini, Walter Prof. Dr."
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Analysis of price transmission and asymmetric adjustment using Bayesian econometric methodology
(2008-02-28)Within the econometric models of asymmetric price transmission, different specifications which detect asymmetry at different rates or culminate in different inferences and conclusions have been developed. However, the ... -
Application of Hidden Markov and Hidden Semi-Markov Models to Financial Time Series
(2006-08-02)Hidden Markov Models (HMMs) and Hidden Semi-Markov Models (HSMMs) provide flexible, general-purpose models for univariate and multivariate time series. Although interest in HMMs and HSMMs has continuously increased ...