Simple diagnostic procedures for modeling financial time series
Year of publication: |
1997
|
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Authors: | Palm, Franz C. |
Other Persons: | Vlaar, Peter J. G. (contributor) |
Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl., ISSN 0002-6018, ZDB-ID 442-X. - Vol. 81.1997, 1, p. 85-101
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Subject: | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory | USA | United States | EU-Staaten | EU countries |
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