scientific article; zbMATH DE number 1302957

zbMATH Open0951.91065MaRDI QIDQ4249451FDOQ4249451

Authors: Hiroshi Tsuda 

Publication date: 17 December 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Kalman filtertime seriesnonstationaryVARstockasset price

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited In (6)

• Title not available (Why is that?)
• Identifying permanent and temporary components in daily and monthly Japanese stock prices
• Some applications of time series models to financial data
• Non-steady time series analysis of financial investmentments in education based on ARMA models
• Variable-length moving average approach and its application in stock investment
• Applying Time Series Analysis Builds Stock Price Forecast Model

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