Matches in SemOpenAlex for { <https://semopenalex.org/work/W2023771330> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W2023771330 endingPage "39" @default.
- W2023771330 startingPage "27" @default.
- W2023771330 abstract "Abstract In this paper we consider a class of conditionally Gaussian state‐space models and discuss how they can provide a flexible and fairly simple tool for modelling financial time series, even in the presence of different components in the series, or of stochastic volatility. Estimation can be computed by recursive equations, which provide the optimal solution under rather mild assumptions. In more general models, the filter equations can still provide approximate solutions. We also discuss how some models traditionally employed for analysing financial time series can be regarded in the state‐space framework. Finally, we illustrate the models in two examples to real data sets. Copyright © 2001 John Wiley & Sons, Ltd." @default.
- W2023771330 created "2016-06-24" @default.
- W2023771330 creator A5010576091 @default.
- W2023771330 creator A5016100742 @default.
- W2023771330 creator A5060041011 @default.
- W2023771330 date "2001-01-01" @default.
- W2023771330 modified "2023-09-27" @default.
- W2023771330 title "Generalized dynamic linear models for financial time series" @default.
- W2023771330 cites W1589317082 @default.
- W2023771330 cites W1999996900 @default.
- W2023771330 cites W2053093418 @default.
- W2023771330 cites W2083333988 @default.
- W2023771330 cites W2093581803 @default.
- W2023771330 cites W2098823293 @default.
- W2023771330 cites W2121476648 @default.
- W2023771330 cites W2153155589 @default.
- W2023771330 cites W4241918538 @default.
- W2023771330 cites W4250856143 @default.
- W2023771330 doi "https://doi.org/10.1002/asmb.428" @default.
- W2023771330 hasPublicationYear "2001" @default.
- W2023771330 type Work @default.
- W2023771330 sameAs 2023771330 @default.
- W2023771330 citedByCount "6" @default.
- W2023771330 countsByYear W20237713302019 @default.
- W2023771330 countsByYear W20237713302021 @default.
- W2023771330 crossrefType "journal-article" @default.
- W2023771330 hasAuthorship W2023771330A5010576091 @default.
- W2023771330 hasAuthorship W2023771330A5016100742 @default.
- W2023771330 hasAuthorship W2023771330A5060041011 @default.
- W2023771330 hasConcept C10138342 @default.
- W2023771330 hasConcept C105795698 @default.
- W2023771330 hasConcept C111472728 @default.
- W2023771330 hasConcept C11413529 @default.
- W2023771330 hasConcept C121332964 @default.
- W2023771330 hasConcept C126255220 @default.
- W2023771330 hasConcept C138885662 @default.
- W2023771330 hasConcept C143724316 @default.
- W2023771330 hasConcept C149782125 @default.
- W2023771330 hasConcept C151730666 @default.
- W2023771330 hasConcept C154945302 @default.
- W2023771330 hasConcept C162324750 @default.
- W2023771330 hasConcept C163716315 @default.
- W2023771330 hasConcept C2777212361 @default.
- W2023771330 hasConcept C2780586882 @default.
- W2023771330 hasConcept C28826006 @default.
- W2023771330 hasConcept C33923547 @default.
- W2023771330 hasConcept C41008148 @default.
- W2023771330 hasConcept C52918065 @default.
- W2023771330 hasConcept C62520636 @default.
- W2023771330 hasConcept C72434380 @default.
- W2023771330 hasConcept C85393063 @default.
- W2023771330 hasConcept C86803240 @default.
- W2023771330 hasConcept C91602232 @default.
- W2023771330 hasConceptScore W2023771330C10138342 @default.
- W2023771330 hasConceptScore W2023771330C105795698 @default.
- W2023771330 hasConceptScore W2023771330C111472728 @default.
- W2023771330 hasConceptScore W2023771330C11413529 @default.
- W2023771330 hasConceptScore W2023771330C121332964 @default.
- W2023771330 hasConceptScore W2023771330C126255220 @default.
- W2023771330 hasConceptScore W2023771330C138885662 @default.
- W2023771330 hasConceptScore W2023771330C143724316 @default.
- W2023771330 hasConceptScore W2023771330C149782125 @default.
- W2023771330 hasConceptScore W2023771330C151730666 @default.
- W2023771330 hasConceptScore W2023771330C154945302 @default.
- W2023771330 hasConceptScore W2023771330C162324750 @default.
- W2023771330 hasConceptScore W2023771330C163716315 @default.
- W2023771330 hasConceptScore W2023771330C2777212361 @default.
- W2023771330 hasConceptScore W2023771330C2780586882 @default.
- W2023771330 hasConceptScore W2023771330C28826006 @default.
- W2023771330 hasConceptScore W2023771330C33923547 @default.
- W2023771330 hasConceptScore W2023771330C41008148 @default.
- W2023771330 hasConceptScore W2023771330C52918065 @default.
- W2023771330 hasConceptScore W2023771330C62520636 @default.
- W2023771330 hasConceptScore W2023771330C72434380 @default.
- W2023771330 hasConceptScore W2023771330C85393063 @default.
- W2023771330 hasConceptScore W2023771330C86803240 @default.
- W2023771330 hasConceptScore W2023771330C91602232 @default.
- W2023771330 hasIssue "1" @default.
- W2023771330 hasLocation W20237713301 @default.
- W2023771330 hasOpenAccess W2023771330 @default.
- W2023771330 hasPrimaryLocation W20237713301 @default.
- W2023771330 hasRelatedWork W140168269 @default.
- W2023771330 hasRelatedWork W1487804950 @default.
- W2023771330 hasRelatedWork W1991657998 @default.
- W2023771330 hasRelatedWork W2039282896 @default.
- W2023771330 hasRelatedWork W2476516598 @default.
- W2023771330 hasRelatedWork W2792621895 @default.
- W2023771330 hasRelatedWork W3046943754 @default.
- W2023771330 hasRelatedWork W3123458288 @default.
- W2023771330 hasRelatedWork W3125733047 @default.
- W2023771330 hasRelatedWork W4311043654 @default.
- W2023771330 hasVolume "17" @default.
- W2023771330 isParatext "false" @default.
- W2023771330 isRetracted "false" @default.
- W2023771330 magId "2023771330" @default.
- W2023771330 workType "article" @default.