The Econometric Modelling of Financial Time Series

Journal of Banking & Finance ◽

10.1016/s0378-4266(96)90259-9 ◽

1996 ◽

Vol 20 (8) ◽

pp. 1434-1435

Keyword(s):

Time Series ◽

Financial Time Series ◽

Econometric Modelling ◽

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The Econometric Modelling of Financial Time Series

Journal of the American Statistical Association ◽

10.1198/jasa.2001.s376 ◽

2001 ◽

Vol 96 (453) ◽

pp. 339-355 ◽

Author(s):

Peter Pedroni

Keyword(s):

Time Series ◽

Financial Time Series ◽

Econometric Modelling ◽

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The Econometric Modelling of Financial Time Series.

The Economic Journal ◽

10.2307/2235181 ◽

1995 ◽

Vol 105 (431) ◽

pp. 1038

Author(s):

Svend Hylleberg ◽

Terence C. Mills

Keyword(s):

Time Series ◽

Financial Time Series ◽

Econometric Modelling ◽

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The Econometric Modelling of Financial Time Series

10.1017/cbo9780511817380 ◽

2008 ◽

Author(s):

Terence C. Mills ◽

Raphael N. Markellos

Keyword(s):

Time Series ◽

Financial Time Series ◽

Econometric Modelling ◽

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The Econometric Modelling of Financial Time Series.

The Journal of Finance ◽

10.2307/2329254 ◽

1995 ◽

Vol 50 (1) ◽

pp. 387

Author(s):

Bong-Soo Lee ◽

Terence C. Mills

Keyword(s):

Time Series ◽

Financial Time Series ◽

Econometric Modelling ◽

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The Econometric Modelling of Financial Time Series.

Journal of the Royal Statistical Society Series A (Statistics in Society) ◽

10.2307/2983542 ◽

1994 ◽

Vol 157 (3) ◽

pp. 508

Author(s):

Andrew Walden ◽

T. C. Mills

Keyword(s):

Time Series ◽

Financial Time Series ◽

Econometric Modelling ◽

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The econometric modelling of financial time series

International Journal of Forecasting ◽

10.1016/0169-2070(94)90060-4 ◽

1994 ◽

Vol 10 (1) ◽

pp. 165-166

Author(s):

Nigel Meade

Keyword(s):

Time Series ◽

Financial Time Series ◽

Econometric Modelling ◽

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The Econometric Modelling of Financial Time Series

10.1017/cbo9780511754128 ◽

1999 ◽

Author(s):

Terence C. Mills

Keyword(s):

Time Series ◽

Financial Time Series ◽

Econometric Modelling ◽

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The Econometric Modelling of Financial Time Series

International Journal of Forecasting ◽

10.1016/s0169-2070(00)00046-7 ◽

2000 ◽

Vol 16 (3) ◽

pp. 426-427 ◽

Author(s):

P.H.B.F. Franses

Keyword(s):

Time Series ◽

Financial Time Series ◽

Econometric Modelling ◽

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Can we use Daily Internet Search Query Data to Improve Predicting Power of EGARCH Models for Financial Time Series Volatility?

International conference on Computer Science and Information Systems (ICSIS’2014) Oct 17-18, 2014 Dubai (UAE) ◽

10.15242/iie.e1014066 ◽

2014 ◽

Keyword(s):

Time Series ◽

Financial Time Series ◽

Internet Search ◽

Search Query ◽

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Forecasting Financial Time Series using a Hybrid Non-stationary Model with ANN

International Journal of Computer Sciences and Engineering ◽

10.26438/ijcse/v7i1.323326 ◽

2019 ◽

Vol 7 (1) ◽

pp. 323-326

Author(s):

D.K.Shetty . ◽

B.Ismail .

Keyword(s):

Time Series ◽

Financial Time Series ◽

Stationary Model ◽

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