Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Giachino, Eugenio"'
Autor:
Faranda, Davide, Pons, Flavio Maria Emanuele, Giachino, Eugenio, Vaienti, Sandro, Dubrulle, Bérengère
Publikováno v:
In Communications in Nonlinear Science and Numerical Simulation December 2015 29(1-3):233-239
Autor:
Davide Faranda, Bérengère Dubrulle, Flavio Maria Emanuele Pons, Eugenio Giachino, Sandro Vaienti
Publikováno v:
Communications in Nonlinear Science and Numerical Simulation
Communications in Nonlinear Science and Numerical Simulation, Elsevier, 2015, 29 (1-3), pp.233-239. ⟨10.1016/j.cnsns.2015.05.002⟩
Communications in Nonlinear Science and Numerical Simulation, 2015, 29 (1-3), pp.233-239. ⟨10.1016/j.cnsns.2015.05.002⟩
Communications in Nonlinear Science and Numerical Simulation, Elsevier, 2015, 29 (1-3), pp.233-239. ⟨10.1016/j.cnsns.2015.05.002⟩
Communications in Nonlinear Science and Numerical Simulation, 2015, 29 (1-3), pp.233-239. ⟨10.1016/j.cnsns.2015.05.002⟩
We address the problem of defining early warning indicators of financial crises. To this purpose, we fit the relevant time series through a class of linear models, known as auto-regressive moving-average (ARMA(p, q)) models. By running such a fit on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87754c8b996e1af992f260ab9b42c75f
https://hal.archives-ouvertes.fr/hal-01258385
https://hal.archives-ouvertes.fr/hal-01258385
