scientific article; zbMATH DE number 1302957

MaRDI QIDQ4249451zbMATH OpenFDO

Authors Hiroshi Tsuda

Publication date 17 December 2000

zbMATH Keywords

Kalman filtertime seriesnonstationaryVARstockasset price

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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(7)

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• Identifying permanent and temporary components in daily and monthly Japanese stock prices
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• 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
• Mathematical methods for modelling price fluctuations of financial times series
• Applying Time Series Analysis Builds Stock Price Forecast Model

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