Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123514915> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3123514915 abstract "Understanding and forecasting financial time series depend crucially on identifying any non-linearity which may be present. Recent developments in tests for non-linearity very commonly display low power, most likely because of over-smoothing and discarding pertinent information. In this presentation, we present some bootstrap tests for non-linearity in a time series, and explain how it can assist in identifying the form of non-linearity. Our methods are based on higher-order moments of the time series of interest, and its bispectrum, being the Fourier transform of the third-order moment. As a by-product of the proposed tests, we identify signature behaviour of long memory, and discuss this observation particularly in the context of high-frequency econometric measurements." @default.
- W3123514915 created "2021-02-01" @default.
- W3123514915 creator A5003914934 @default.
- W3123514915 creator A5039949000 @default.
- W3123514915 date "2004-01-01" @default.
- W3123514915 modified "2023-09-26" @default.
- W3123514915 title "Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series" @default.
- W3123514915 hasPublicationYear "2004" @default.
- W3123514915 type Work @default.
- W3123514915 sameAs 3123514915 @default.
- W3123514915 citedByCount "0" @default.
- W3123514915 crossrefType "posted-content" @default.
- W3123514915 hasAuthorship W3123514915A5003914934 @default.
- W3123514915 hasAuthorship W3123514915A5039949000 @default.
- W3123514915 hasConcept C105795698 @default.
- W3123514915 hasConcept C114148568 @default.
- W3123514915 hasConcept C127413603 @default.
- W3123514915 hasConcept C143724316 @default.
- W3123514915 hasConcept C149782125 @default.
- W3123514915 hasConcept C151730666 @default.
- W3123514915 hasConcept C168110828 @default.
- W3123514915 hasConcept C24326235 @default.
- W3123514915 hasConcept C2779343474 @default.
- W3123514915 hasConcept C2986394398 @default.
- W3123514915 hasConcept C33923547 @default.
- W3123514915 hasConcept C3770464 @default.
- W3123514915 hasConcept C41008148 @default.
- W3123514915 hasConcept C77170095 @default.
- W3123514915 hasConcept C86803240 @default.
- W3123514915 hasConcept C91602232 @default.
- W3123514915 hasConceptScore W3123514915C105795698 @default.
- W3123514915 hasConceptScore W3123514915C114148568 @default.
- W3123514915 hasConceptScore W3123514915C127413603 @default.
- W3123514915 hasConceptScore W3123514915C143724316 @default.
- W3123514915 hasConceptScore W3123514915C149782125 @default.
- W3123514915 hasConceptScore W3123514915C151730666 @default.
- W3123514915 hasConceptScore W3123514915C168110828 @default.
- W3123514915 hasConceptScore W3123514915C24326235 @default.
- W3123514915 hasConceptScore W3123514915C2779343474 @default.
- W3123514915 hasConceptScore W3123514915C2986394398 @default.
- W3123514915 hasConceptScore W3123514915C33923547 @default.
- W3123514915 hasConceptScore W3123514915C3770464 @default.
- W3123514915 hasConceptScore W3123514915C41008148 @default.
- W3123514915 hasConceptScore W3123514915C77170095 @default.
- W3123514915 hasConceptScore W3123514915C86803240 @default.
- W3123514915 hasConceptScore W3123514915C91602232 @default.
- W3123514915 hasLocation W31235149151 @default.
- W3123514915 hasOpenAccess W3123514915 @default.
- W3123514915 hasPrimaryLocation W31235149151 @default.
- W3123514915 hasRelatedWork W110675119 @default.
- W3123514915 hasRelatedWork W1523968727 @default.
- W3123514915 hasRelatedWork W1600311406 @default.
- W3123514915 hasRelatedWork W1602629618 @default.
- W3123514915 hasRelatedWork W1863624184 @default.
- W3123514915 hasRelatedWork W1969198761 @default.
- W3123514915 hasRelatedWork W2096628777 @default.
- W3123514915 hasRelatedWork W2130699182 @default.
- W3123514915 hasRelatedWork W2246083221 @default.
- W3123514915 hasRelatedWork W2292238118 @default.
- W3123514915 hasRelatedWork W2346930041 @default.
- W3123514915 hasRelatedWork W2949481913 @default.
- W3123514915 hasRelatedWork W3121600012 @default.
- W3123514915 hasRelatedWork W3122168223 @default.
- W3123514915 hasRelatedWork W3123148638 @default.
- W3123514915 hasRelatedWork W3123763196 @default.
- W3123514915 hasRelatedWork W3124109602 @default.
- W3123514915 hasRelatedWork W3124586044 @default.
- W3123514915 hasRelatedWork W3126354707 @default.
- W3123514915 hasRelatedWork W3150431318 @default.
- W3123514915 isParatext "false" @default.
- W3123514915 isRetracted "false" @default.
- W3123514915 magId "3123514915" @default.
- W3123514915 workType "article" @default.