scientific article; zbMATH DE number 1302957

MaRDI QIDQ4249451zbMATH OpenFDO

Authors Hiroshi Tsuda

Publication date 17 December 2000

zbMATH Keywords

asset priceKalman filternonstationarystocktime seriesVAR

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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(8)

• Identifying permanent and temporary components in daily and monthly Japanese stock prices
• Non-steady time series analysis of financial investmentments in education based on ARMA models
• Some applications of time series models to financial data
• Applying Time Series Analysis Builds Stock Price Forecast Model
• Mathematical methods for modelling price fluctuations of financial times series
• A statistical fitting model in Taiwan’s stock price
• scientific article; zbMATH DE number 1774541 (Why is no real title available?)
• Variable-length moving average approach and its application in stock investment

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