20_Part_2)
List of Contributors
Econometric Analysis of Financial and Economic Time Series
ISBN: 978-0-76231-273-3, eISBN: 978-1-84950-388-4
ISSN: 0731-9053
Publication date: 24 March 2006
Citation
(2006), "List of Contributors", Fomby, T.B. and Terrell, D. (Ed.) Econometric Analysis of Financial and Economic Time Series (Advances in Econometrics, Vol. 20 Part 2), Emerald Group Publishing Limited, Leeds, pp. xi-xii. https://doi.org/10.1016/S0731-9053(05)20036-1
Publisher
:Emerald Group Publishing Limited
Copyright © 2006, Emerald Group Publishing Limited
- Contents
- Dedication
- List of Contributors
- Introduction
- Good Ideas
- The Creativity Process
- Realized Beta: Persistence and Predictability
- Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison
- Flexible Seasonal Time Series Models
- Estimation of Long-Memory Time Series Models: a Survey of Different Likelihood-Based Methods
- Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting
- Overlaying Time Scales in Financial Volatility Data
- Evaluating the ‘Fed Model’ of Stock Price Valuation: An out-of-sample forecasting perspective
- Structural Change as an Alternative to Long Memory in Financial Time Series
- Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach
- Estimating Taylor-Type Rules: An Unbalanced Regression?
- Bayesian Inference on Mixture-of-Experts for Estimation of Stochastic Volatility
- A MODERN TIME SERIES ASSESSMENT OF “A STATISTICAL MODEL FOR SUNSPOT ACTIVITY” BY C. W. J. GRANGER (1957)
- Personal Comments on Yoon's Discussion of My 1957 Paper
- A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series