Projects funded by the NCN
Nonparametric identification and forecasting of nonlinear financial time series
2013/11/B/HS4/00578
Keywords:
nonlinear time series tests of nonlinearity nonparametric statistics nonlinear causality bootstrap Monte Carlo simulations
Descriptors:
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Mikołaja Kopernika w Toruniu, Wydział Nauk Ekonomicznych i Zarządzania
woj. kujawsko-pomorskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: OPUS 6 - announced on 2013-09-16
Amount awarded: 104 650 PLN
Project start date (Y-m-d): 2014-08-06
Project end date (Y-m-d): 2017-08-05
Project duration:: 36 months (the same as in the proposal)
Project status: Project settled