Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 84
Number of items: 84
  • Voyant, C., De Gooijer, J. G., & Notton, G. (2018). Periodic autoregressive forecasting of global solar irradiation without knowledge-based model implementation. Solar Energy, 174, 121-129. https://doi.org/10.1016/j.solener.2018.08.076
  • Open Access
    Ben Salah, H., de Gooijer, J. G., Gannoun, A., & Ribatet, M. (2018). Mean-variance and mean-semivariance portfolio selection: A multivariate nonparametric approach. Financial Markets and Portfolio Management, 32(4), 419-436. https://doi.org/10.1007/s11408-018-0317-4
  • De Gooijer, J. G. (2017). Elements of Nonlinear Time Series Analysis and Forecasting. (Springer series in statistics). Springer. https://doi.org/10.1007/978-3-319-43252-6
  • Open Access
    de Gooijer, J. G., & Yuan, A. (2016). Non parametric portmanteau tests for detecting non linearities in high dimensions. Communications in Statistics: Theory and Methods, 45(2), 385-399. https://doi.org/10.1080/03610926.2013.815209
  • Yuan, A., & de Gooijer, J. G. (2014). Asymptotically informative prior for Bayesian analysis. Communications in Statistics: Theory and Methods, 43(14), 3080-3094. https://doi.org/10.1080/03610926.2012.694549
  • Open Access
    Brännäs, K., de Gooijer, J. G., Lönnbark, C., & Soultanaeva, A. (2012). Simultaneity and asymmetry of returns and volatilities: the emerging Baltic States' stock exchanges. Studies in Nonlinear Dynamics and Econometrics, 16(1), Article 4. https://doi.org/10.1515/1558-3708.1855
  • Open Access
    de Gooijer, J. G., Diks, C. G. H., & Gatarek, L. T. (2012). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. Central European Journal of Economic Modelling and Econometrics, 4(1), 23-44. http://cejeme.eu/publishedarticles/2012-55-27-634922241397812500-2326.pdf
  • Cheng, Y., de Gooijer, J. G., & Zerom, D. (2011). Efficient estimation of an additive quantile regression model. Scandinavian Journal of Statistics, 38(1), 46-62. https://doi.org/10.1111/j.1467-9469.2010.00706.x
  • de Gooijer, J. G., & Yuan, A. (2011). Kernel-smoothed conditional quantiles of correlated bivariate discrete data. Statistica Sinica, 21(4), 1611-1638. https://doi.org/10.5705/ss.2010.061
  • Yuan, A., & de Gooijer, J. G. (2011). Asymptotically informative prior for Bayesian analysis. (Tinbergen Institute discussion paper; No. TI2011-130/4). Tinbergen Institute. http://www.tinbergen.nl/discussionpapers/11130.pdf
Page 2 of 9