Uygulamalı Frekans, Zaman ve Kantil Yöntemleri
ISBN: 9786255816825
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• İçindekiler :• Quantile on Quantile Regression (QQR) ve Quantile Regression (QR) • Cross-Quantile Regression (CQR) ve Modified Quantile Regression (MQR) • Multivariate Quantile on Quantile Regression (MQQR) • Multivariate Quantile-on-Quantile Regression (m-QQR) • Cross-Quantilogram (CQ) ve Partial Cross-Quantilogram (PCQ) • Quantile Coherency (QC) • Quantile Augmented Dickey-Fuller (QADF), Quantile Phillips-Perron (QPP) ve Quantile Kwiatkowski-Phillips-Schmidt-Shin (QKPSS) • Quantile Pesaran-Shin-Smith (QPSS) Bounds Testi • Nonparametric Causality-in-Quantiles (NCiQ) • Quantile-on-Quantile Granger Causality (QQGC) • Kernel-Based Regularized Least Squares (KRLS) • Quantile-on-Quantile Kernel-Based Regularized Least Squares (QQKRLS) • Kernel Regularized Quantile Regression (KRQR) • Quantile-on-Quantile Autoregressive Distributed Lag (QQARDL) • Quantile Connectedness (QCON) • Quantile Frequency Connectednes (QFCON) • Quantile on Quantile Connectednes (QQCON) • Wavelet Quantile Correlation (WQC) • Wavelet Quantile Regression (WQR) • Wavelet Nonparametric Quantile Causality (WNQC) • Wavelet Kernel-Based Regularized Least Squares (WKRLS) • Wavelet Power Spectrum (WPS) • Wavelet Coherence (WTC) ve Partial Wavelet Coherence (PWC) • Vector Wavelet Coherence (VWC) • Wavelet Local Multiple Correlation (WLMC) • Wavelet Quantile-on-Quantile Regression (WQQR) • Modified Wavelet Quantile on Quantile Regression (MWQQR) • Wavelet Quantile Granger Causality (WQGC) • Wavelet Cross-Quantile Correlation (WCQC) ve Partial Wavelet Cross-Quantile Correlation (PWCQC) • Wavelet Quantile-on-Quantile Granger Causality (WQQGC) • Wavelet Quantile Phillips-Perron (WQPP) • Wavelet Broock-Dechert-Scheinkman (WBDS) • Wavelet Zivot-Andrews (WZA) • Wavelet Granger Causality (WGC) • Time-Varying Quantile Regression (TVQR) • Rolling Windows Quantile Augmented Dickey-Fuller (RWQADF) ve Rolling Windows Quantile Phillips-Perron (RWQPP) • Rolling Window Quantile Correlation (RWQC), Partial Rolling Window Quantile Correlation (PRWQC) ve Quantile Dynamic Conditional Correlation-Generalized Autoregressive Conditional Heteroskedasticity (QDCC-GARCH) • Time-Varying Nonparametric Quantile Causality (TVNQC) ve Rolling Windows Nonparametric Causality-in-Quantiles (RWNCQ) • Non-Parametric Rolling Window Correlation (NPRWC) • Rolling-Window Wavelet Correlation (RWWC) • Rolling Window Wavelet Quantile Correlation (RWWQC) • Rolling Windows Wavelet Quantile Granger Causality (RWWQGC) • Dynamic Autoregressive Distributed Lag (DARDL) • Generalized Sup Augmented Dickey-Fuller (GSADF) • Automatic Portmanteau (AQ), Wild Bootstrap Automatic Variance Ratio (WBAVR), Dominguez Lobato (DL), Generalized Spectral (GS), Power Transformed Joint Variance Ratio (PTJVR) ve Adjusted Market Inefficiency Magnitude (AMIM)
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Dr. Oktay Özkan
Profili Görüntüle
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