Some applications of time series models to financial data

MaRDI QIDQ3171438zbMATH OpenFDO

Authors Jitka Zichová

Publication date 5 October 2011

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)

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Cited in

(6)

• Time Series
• scientific article; zbMATH DE number 5371429 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3885186 (Why is no real title available?)

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