Financial and Economic Time Series Analysis
Financial-Economic Time Series Modeling and Prediction Techniques – Review
... Financial-economic time series distinguishes from other time series because they contain a portion of ...in time series makes them non- linear, which on the other ...
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An Econometric Time-Series Analysis of the Dynamic Relationship among Trade, Financial Development and Economic Growth in India
... on economic growth and constructive influence of disseminate on economic and GDP development has been long-established by numerous researchers are Ullah et ...disseminate-led economic development ...
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Does Chaos Matter in Financial Time Series Analysis?
... explain financial market ...traditional time series analysis, but with a deepener analysis performed by adequate tools could be chaotic (Klioutchnikova et ...of economic, ...
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Essays on time series and causality analysis in financial markets
... and time series methods, more studies return to the question of whether or not cointegration in the UK housing market ...the economic literature, the cointegration analyses with the assumption of ...
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Financial crises and economic growth in Pakistan: a time series analysis
... of financial crisis, IMF created alternative or substitution to come out Pakistan is facing decline in remittances, export earnings, from this crisis and these are called as rescue packages FDI and foreign aid, ...
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The effects of internet usage, financial development and trade openness on economic growth in South Africa: a time series analysis
... Various governments, both in the developed and the developing world, have recognized the significant growth potential of the Internet to their economies. Many governments have adopted policies that have led to the ...
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Does Corruption Increase Financial Development? A Time Series Analysis in Pakistan
... The existing literature deliberates certain preconditions that augment corruption in a given social or economic system. Aburime (2009) suggests that a corrupt society leads to a corrupt government and a corrupt ...
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Unit Roots in Economic and Financial Time Series: A Re Evaluation based on Enlightened Judgement
... above analysis is based on the assumption that p = ...the economic theory that the time series under investigation is stationary, one may choose a value of p close to ...
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Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia
... the financial instability. The global economic crisis – via a bursting housing bubble in USA through high impact of household default – hits many banks across the world since the third of 2008, but the ...
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Nonlinear time series analysis in financial applications
... From Figure V-27, we see the expected annual inflation rate has declined significantly from the peak in 1991 to around 2% for decade long after 1992. This is a particularly interesting period for the UK as its economy ...
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Impact of Major Economic Variables on Economic Growth of Pakistan. A Time Series Analysis (1967-2017)
... the economic growth in ...with economic growth, which supports the Keynesian consumption ...other economic variables in which the growth of manufacturing output, total exports, and manufacturing ...
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Neural Networks For Financial Time Series
... of financial analysis, where prediction of the future values has a significant importance for proper cash ...predicting financial time series data and we also tried to present the ...
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Fractal Geometry of Financial Time Series
... Because the correlations play a crucial role in shaping the basic distributions, it seems the more remarkable that the price records analyzed here have such a large degree of distributional self-similarity. It implies ...
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Conditional Markov chain and its application in economic time series analysis
... Motivated by the great moderation in major U.S. macroeconomic time series, we formulate the regime switching problem through a conditional Markov chain. We model the long-run volatility change as a ...
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Evaluation of Trade Influence on Economic Growth in China: A Time Series Analysis
... and economic growth of China, through employing yearly data for the period ...lead economic growth or imports lead economic growth or economic growth leads exports and imports to achieve this ...
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Essays on Financial and Time Series Econometrics.
... no economic interpretation due to the fact that they are generally associated with different structural models; secondly, quantiles of the impulse responses might not be a valid measure of the central tendency 4 ...
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Advances in non linear models for time series: methods and applications to economic and financial data
... the financial instrument or other commodity ...a time series depends on an underlying latent state or regime, which can take only a finite number of different ...through time as a discrete ...
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Multidimensional Time Series Analysis of Financial Markets Based on the Complex Network Approach
... In this study, a modeling method to analyze multidimensional time series based on complex networks is proposed. The rate of return sequence of the closing price and the trading volume fluctuation sequence ...
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Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data
... of financial time series (like the long memory pattern of volatility or the latent character of the conditional variance) and the way the literature attempted to overcome them, as well the drawbacks ...
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Time Series Analysis
... a time series analysis may be to understand seasonal changes and/or trends over ...the time series. This type of analysis is generally done on stationary ...given time ...
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