- Referenced in 9 articles
- processes. The emergence of the recent financial crisis, during which markets frequently underwent changes ... importance of non-stationary modelling in financial time series. Motivated by this observation, we propose ... major events of the recent financial crisis. Although the method is easy to implement, ready...
- Referenced in 231 articles
- Data Envelopment Analysis (DEA) is becoming an increasingly...
- Referenced in 10782 articles
- MATLAB® is a high-level language and interactive...
- Referenced in 6934 articles
- R is a language and environment for statistical...
- Referenced in 127 articles
- CAViaR: Conditional autoregressive value at risk by regression...
- Referenced in 72 articles
- Adaptive Simulated Annealing (ASA) is a C-language...
- Referenced in 73 articles
- Nonparametric Econometrics: The np Package. We describe the...
- Referenced in 566 articles
- R package QRM: Provides R-language Code to...
- Referenced in 11 articles
- Analysis and Visualization of Social Networks. We describe...
- Referenced in 67 articles
- Dynare is a software platform for handling a...
- Referenced in 152 articles
- tsbridge: Calculate normalising constants for Bayesian time series...
- Referenced in 157 articles
- plfit: Fitting power-law distributions to empirical data...
- Referenced in 112 articles
- R package wmtsa: Wavelet Methods for Time Series...
- Referenced in 24 articles
- R package Dowd: Functions Ported from ’MMR2’ Toolbox...