Generalized moving average models and applications in high frequency data
by Shelton Peiris ...
| Year of publication: |
Aug. 2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Peiris, Shelton (contributor) ; Allen, David E. (contributor) ; Thavaneswaran, A. (contributor) |
| Institutions: | School of Accounting, Finance and Economics <Perth, Western Australia> (contributor) |
| Publisher: |
Joondalup, WA : School of Accounting, Finance and Economics, Edith Cowan Univ. |
| Subject: | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
| Extent: | Online-Ressource, 13, [6] p., text ill |
|---|---|
| Series: | School of Accounting, Finance and Economics & FEMARC working paper series. - Churchlands : [Verlag nicht ermittelbar], ISSN 1323-9244, ZDB-ID 2098015-2. - Vol. 0205 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001792415