Inhomogeneous Jump-GARCH Models with Applications in Financial Time Series Analysis

COMPSTAT 2008 ◽  
2008 ◽  
pp. 217-228 ◽  
Author(s):  
Chunhang Chen ◽  
Seisho Sato
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Financial Time Series ◽  
Garch Models ◽  
Financial Time ◽  
Series Analysis

scholarly journals Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 16777-16786 ◽  
Author(s):  
Paponpat Taveeapiradeecharoen ◽  
Kosin Chamnongthai ◽  
Nattapol Aunsri
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Vector Autoregression ◽  
Financial Time Series ◽  
Financial Time ◽  
Series Analysis
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