Some contributions to filtering, modeling and forecasting of heteroscedastic time series

Description

Diss. (sammanfattning) Stockholm : Stockholms universitet, 2010.

Links & Downloads

1. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-38627
2. urn:nbn:se:su:diva-38627

Tags

Tidsserieanalys. Finansiell ekonomi

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/646397956
Date	January 2010
Creators	Stockhammar, Pär,
Publisher	Stockholm : Department of Statistics, Stockholm University,
Source Sets	OCLC
Language	English
Detected Language	English