Titlebook: Nonlinear Time Series Analysis of Economic and Financial Data; Philip Rothman Book 1999 Springer Science+Business Media New York 1999 busi

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书目名称Nonlinear Time Series Analysis of Economic and Financial Data影响因子(影响力)




书目名称Nonlinear Time Series Analysis of Economic and Financial Data影响因子(影响力)学科排名




书目名称Nonlinear Time Series Analysis of Economic and Financial Data网络公开度




书目名称Nonlinear Time Series Analysis of Economic and Financial Data网络公开度学科排名




书目名称Nonlinear Time Series Analysis of Economic and Financial Data被引频次




书目名称Nonlinear Time Series Analysis of Economic and Financial Data被引频次学科排名




书目名称Nonlinear Time Series Analysis of Economic and Financial Data年度引用




书目名称Nonlinear Time Series Analysis of Economic and Financial Data年度引用学科排名




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书目名称Nonlinear Time Series Analysis of Economic and Financial Data读者反馈学科排名

Bereavement

HALL

文艺

吸引力

NATTY

On the Inherent Nonlinearity of Frequency Dependent Time Series Relationships,in sign and/or intensity for high frequency fluctuations than for low frequency fluctuations. For example, the Permanent Income Hypothesis is essentially synonymous with the proposition that the consumption-income relationship is strong at low frequencies and weak at high frequencies. And the growth

depreciate

hemoglobin

ORBIT

alliance

Asymmetric Nonlinear Smooth Transition Garch Models,symmetry, first noted by Black in 1976, is characterized by the market’s asymmetric reaction to news, in the sense that stock market returns become more volatile after a negative price shock, than they do after a positive shock of the same absolute size. The first empirical models which explicitly a