The Econometric Modelling of Financial Time Series (Q5386270): Difference between revisions
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Latest revision as of 20:09, 27 January 2025
scientific article; zbMATH DE number 5266843
Language | Label | Description | Also known as |
---|---|---|---|
English | The Econometric Modelling of Financial Time Series |
scientific article; zbMATH DE number 5266843 |
Statements
The Econometric Modelling of Financial Time Series (English)
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23 April 2008
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financial time series econometrics
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unit roots
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nonlinear modelling
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return distributions
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integrated and non-integraded financial time series
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ARCH processes
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ARMA models
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ARIMA models
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signal extraction
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0.88530946
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