Masking of volatility by seasonal adjustment methods
Year of publication: |
2013
|
---|---|
Authors: | Hayat, Aziz ; Bhatti, Muhammad Ishaq |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 676-688
|
Subject: | Seasonality | TRAMO-SEATS | X-12 ARIMA | Variability | Under-estimation | Seasonal adjustments | Theorie | Theory | Saisonkomponente | Seasonal component | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility |
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