Some applications of time series models to financial data

zbMATH Open1228.62115MaRDI QIDQ3171438FDOQ3171438

Authors: Jitka Zichová 

Publication date: 5 October 2011

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zbMATH Keywords

parameter estimationAR models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cited In (6)

• Time Series
• Title not available (Why is that?)
• MODELING FINANCIAL SERIES DISTRIBUTIONS: A VERSATILE DATA FITTING APPROACH
• Nonparametric Modeling in Financial Time Series
• Autoregression model of time series with matrix cross-section data
• Title not available (Why is that?)

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