Academic literature on the topic 'Financial time series'
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Journal articles on the topic "Financial time series"
Politis, Dimitris N. "Financial time series." Wiley Interdisciplinary Reviews: Computational Statistics 1, no. 2 (August 19, 2009): 157–66. http://dx.doi.org/10.1002/wics.24.
Full textDingli, Alexiei, and Karl Sant Fournier. "Financial Time Series Forecasting – A Deep Learning Approach." International Journal of Machine Learning and Computing 7, no. 5 (October 2017): 118–22. http://dx.doi.org/10.18178/ijmlc.2017.7.5.632.
Full textAnderson, Gordon, and Stephen Taylor. "Modelling Financial Time Series." Economic Journal 97, no. 386 (June 1987): 512. http://dx.doi.org/10.2307/2232901.
Full textRuiz, Esther, and Lorenzo Pascual. "Bootstrapping Financial Time Series." Journal of Economic Surveys 16, no. 3 (July 2002): 271–300. http://dx.doi.org/10.1111/1467-6419.00170.
Full textGemmill, Gordon. "Modelling financial time series." International Journal of Forecasting 4, no. 3 (January 1988): 496–97. http://dx.doi.org/10.1016/0169-2070(88)90115-x.
Full textKinsella, A., and Stephen Taylor. "Modelling Financial Time Series." Statistician 36, no. 4 (1987): 433. http://dx.doi.org/10.2307/2348865.
Full textBaillie, Richard T. "Modelling financial time series." European Journal of Operational Research 32, no. 1 (October 1987): 156–58. http://dx.doi.org/10.1016/0377-2217(87)90287-6.
Full textTaivan, Ariuna. "Financial Development And Economic Growth Revisited: Time Series Evidence." International Journal of Trade, Economics and Finance 9, no. 3 (June 2018): 116–20. http://dx.doi.org/10.18178/ijtef.2018.9.3.599.
Full textAnderson, G. "Correction: Modelling Financial Time Series." Economic Journal 98, no. 391 (June 1988): 566. http://dx.doi.org/10.2307/2233416.
Full textAudrino, Francesco. "Synchronizing multivariate financial time series." Journal of Risk 6, no. 2 (February 2004): 81–106. http://dx.doi.org/10.21314/jor.2004.105.
Full textDissertations / Theses on the topic "Financial time series"
Yin, Jiang Ling. "Financial time series analysis." Thesis, University of Macau, 2011. http://umaclib3.umac.mo/record=b2492929.
Full textRuiz, Ortega Esther. "Heteroscedasticity in financial time series." Thesis, London School of Economics and Political Science (University of London), 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308386.
Full textBuonocore, Riccardo Junior. "Complexity in financial time-series." Thesis, King's College London (University of London), 2018. https://kclpure.kcl.ac.uk/portal/en/theses/complexity-in-financial-timeseries(7c54cd37-fd3a-475b-83c1-539a55b4e3f9).html.
Full textLee, Seonhwi. "Essays in financial time series." Thesis, University of Exeter, 2015. http://hdl.handle.net/10871/18569.
Full textIshida, Isao. "Essays on financial time series /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2004. http://wwwlib.umi.com/cr/ucsd/fullcit?p3153696.
Full textMercurio, Danilo. "Adaptive estimation for financial time series." Doctoral thesis, [S.l. : s.n.], 2004. http://deposit.ddb.de/cgi-bin/dokserv?idn=972597263.
Full textYiu, Fu-keung, and 饒富強. "Time series analysis of financial index." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31267804.
Full textKaranasos, Menelaos. "Essays on financial time series models." Thesis, Birkbeck (University of London), 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.286252.
Full textDunne, Peter Gerard. "Essays in financial time-series analysis." Thesis, Queen's University Belfast, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.337690.
Full textSchwill, Stephan. "Entropy analysis of financial time series." Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/entropy-analysis-of-financial-time-series(7e0c84fe-5d0b-41bc-96c6-5e41ffa5b8fe).html.
Full textBooks on the topic "Financial time series"
Modelling financial time series. Chichester [West Sussex]: Wiley, 1986.
Find full textModelling financial time series. 2nd ed. New Jersey: World Scientific, 2008.
Find full textTsay, Ruey S. Analysis of financial time series: Financial econometrics. New York: Wiley, 2002.
Find full textTsay, Ruey S. Analysis of Financial Time Series. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2005. http://dx.doi.org/10.1002/0471746193.
Full textMikosch, Thomas, Jens-Peter Kreiß, Richard A. Davis, and Torben Gustav Andersen, eds. Handbook of Financial Time Series. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-71297-8.
Full textTsay, Ruey S. Analysis of Financial Time Series. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2010. http://dx.doi.org/10.1002/9780470644560.
Full textTsay, Ruey S. Analysis of Financial Time Series. New York: John Wiley & Sons, Ltd., 2005.
Find full textJens-Peter, Kreiß, Davis Richard A, Andersen Torben Gustav, and SpringerLink (Online service), eds. Handbook of Financial Time Series. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2009.
Find full textAnalysis of financial time series. 2nd ed. Hoboken, N.J: Wiley, 2005.
Find full textAnalysis of financial time series. 3rd ed. Cambridge, Mass: Wiley, 2010.
Find full textBook chapters on the topic "Financial time series"
Old, Oliver. "Financial time series." In Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model, 13–31. Wiesbaden: Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-38618-4_2.
Full textSchmidt, Ruth A., and Helen Wright. "Time Series Analysis." In Financial Aspects of Marketing, 91–100. London: Macmillan Education UK, 1996. http://dx.doi.org/10.1007/978-1-349-25020-2_11.
Full textBasalto, Nicolas, and Francesco De Carlo. "Clustering financial time series." In Practical Fruits of Econophysics, 252–56. Tokyo: Springer Tokyo, 2006. http://dx.doi.org/10.1007/4-431-28915-1_46.
Full textBorak, Szymon, Wolfgang Karl Härdle, and Brenda López Cabrera. "Financial Time Series Models." In Statistics of Financial Markets, 123–33. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11134-1_11.
Full textBorak, Szymon, Wolfgang Karl Härdle, and Brenda López-Cabrera. "Financial Time Series Models." In Universitext, 131–41. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-33929-5_11.
Full textGupta, Kartikay, and Niladri Chatterjee. "Financial Time Series Clustering." In Information and Communication Technology for Intelligent Systems (ICTIS 2017) - Volume 2, 146–56. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-63645-0_16.
Full textAljandali, Abdulkader, and Motasam Tatahi. "Time Series Analysis." In Economic and Financial Modelling with EViews, 37–55. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-92985-9_3.
Full textAljandali, Abdulkader, and Motasam Tatahi. "Time Series Modelling." In Economic and Financial Modelling with EViews, 57–71. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-92985-9_4.
Full textBorak, Szymon, Wolfgang Karl Härdle, and Brenda López Cabrera. "ARIMA Time Series Models." In Statistics of Financial Markets, 135–54. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11134-1_12.
Full textFranke, Jürgen, Wolfgang Karl Härdle, and Christian Matthias Hafner. "ARIMA Time Series Models." In Statistics of Financial Markets, 255–82. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-16521-4_12.
Full textConference papers on the topic "Financial time series"
Hong Zhang, Wenguo Li, and Qiang Yu. "Multifractality of financial time series." In 2009 International Conference on Future BioMedical Information Engineering (FBIE). IEEE, 2009. http://dx.doi.org/10.1109/fbie.2009.5405890.
Full textHe-Shan Guam and Qing-Shan Jiang. "Cluster financial time series for portfolio." In 2007 International Conference on Wavelet Analysis and Pattern Recognition. IEEE, 2007. http://dx.doi.org/10.1109/icwapr.2007.4420788.
Full textCHENG, B., and H. TONG. "INTERVAL PREDICTION OF FINANCIAL TIME SERIES." In Proceedings of the Hong Kong International Workshop on Statistics in Finance. PUBLISHED BY IMPERIAL COLLEGE PRESS AND DISTRIBUTED BY WORLD SCIENTIFIC PUBLISHING CO., 2000. http://dx.doi.org/10.1142/9781848160156_0014.
Full textLapenta, Evangelina S., and Sara M. Abecasis. "Identifying Nonlinearity in Financial Time Series." In 5. Congresso Brasileiro de Redes Neurais. CNRN, 2016. http://dx.doi.org/10.21528/cbrn2001-022.
Full textTang, Kecheng, and Bo Yuan. "Markov reconstruction of financial time series." In 2013 Fourth International Conference on Intelligent Control and Information Processing (ICICIP). IEEE, 2013. http://dx.doi.org/10.1109/icicip.2013.6568112.
Full textGopikrishnan, Parameswaran. "Financial time series: A physics perspective." In Third tohwa university international conference on statistical physics. AIP, 2000. http://dx.doi.org/10.1063/1.1291641.
Full textLei, Su Te, and Kang Zhang. "Visual signatures for financial time series." In the 2011 Visual Information Communication - International Symposium. New York, New York, USA: ACM Press, 2011. http://dx.doi.org/10.1145/2016656.2016672.
Full textMei, Xu, and Huang Chao. "Financial time series difference analysis based on symbolic time series method." In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882598.
Full textZhang, Hong, Haikun Zhou, Zhimin Liu, and Keqiang Dong. "The Long-term Correlation of Conditional Time Series of Financial Time Series." In 2009 Third International Symposium on Intelligent Information Technology Application. IEEE, 2009. http://dx.doi.org/10.1109/iita.2009.124.
Full textYaohui Bai, Jiancheng Sun, Jianguo Luo, and Xiaobin Zhang. "Forecasting financial time series with ensemble learning." In 2010 International Symposium on Intelligent Signal Processing and Communications Systems (ISPACS 2010). IEEE, 2010. http://dx.doi.org/10.1109/ispacs.2010.5704751.
Full textReports on the topic "Financial time series"
Bielinskyi, Andrii O., Serhii V. Hushko, Andriy V. Matviychuk, Oleksandr A. Serdyuk, Сергій Олексійович Семеріков, Володимир Миколайович Соловйов, Андрій Іванович Білінський, Андрій Вікторович Матвійчук, and О. А. Сердюк. Irreversibility of financial time series: a case of crisis. Криворізький державний педагогічний університет, December 2021. http://dx.doi.org/10.31812/123456789/6975.
Full textOsipov, Gennadij Sergeevich, Natella Semenovna Vashakidze, and Galina Viktorovna Filippova. Basics of forecasting financial time series based on NeuroXL Predictor. Постулат, 2017. http://dx.doi.org/10.18411/postulat-2017-7.
Full textСоловйов, Володимир Миколайович, V. Saptsin, and D. Chabanenko. Markov chains applications to the financial-economic time series predictions. Transport and Telecommunication Institute, 2011. http://dx.doi.org/10.31812/0564/1189.
Full textSoloviev, V., V. Saptsin, and D. Chabanenko. Financial time series prediction with the technology of complex Markov chains. Брама-Україна, 2014. http://dx.doi.org/10.31812/0564/1305.
Full textСоловйов, Володимир Миколайович, V. Saptsin, and D. Chabanenko. Financial time series prediction with the technology of complex Markov chains. Transport and Telecommunication Institute, 2010. http://dx.doi.org/10.31812/0564/1145.
Full textСоловйов, Володимир Миколайович, Vladimir Saptsin, and Dmitry Chabanenko. Prediction of financial time series with the technology of high-order Markov chains. AGSOE, March 2009. http://dx.doi.org/10.31812/0564/1131.
Full textSoloviev, Vladimir, Oleksandr Serdiuk, Serhiy Semerikov, and Arnold Kiv. Recurrence plot-based analysis of financial-economic crashes. [б. в.], October 2020. http://dx.doi.org/10.31812/123456789/4121.
Full textGomez-Gonzalez, Jose E., Jorge M. Uribe, and Oscar M. Valencia. Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter. Inter-American Development Bank, May 2022. http://dx.doi.org/10.18235/0004266.
Full textBielinskyi, Andrii O., Oleksandr A. Serdyuk, Сергій Олексійович Семеріков, Володимир Миколайович Соловйов, Андрій Іванович Білінський, and О. А. Сердюк. Econophysics of cryptocurrency crashes: a systematic review. Криворізький державний педагогічний університет, December 2021. http://dx.doi.org/10.31812/123456789/6974.
Full textСоловйов, В. М., В. В. Соловйова, and Д. М. Чабаненко. Динаміка параметрів α-стійкого процесу Леві для розподілів прибутковостей фінансових часових рядів. ФО-П Ткачук О. В., 2014. http://dx.doi.org/10.31812/0564/1336.
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