On Fitting the Autoregressive Investment Models to Real Financial Data
Year of publication: |
2009
|
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Authors: | Medvedev, Gennady |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Finanzmarkt | Financial market | Investition | Investment |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: 26th International Congress of Actuaries, Investment, Vol. 7, pp. 187-211, Birmingham, June 1998 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 7-12, 1998 erstellt |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing ; C49 - Econometric and Statistical Methods: Special Topics. Other ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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