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type_genre:"Kongress"
type_genre:"No longer published / No longer aquired"
~person:"Elagin, Mstislav"
~subject:"Financial market"
~subject:"Zeitreihenanalyse"
~type_genre:"Book section"
~type_genre:"Forschungsbericht"
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Elagin, Mstislav
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Applied quantitative finance
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ECONIS (ZBW)
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Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
- In:
Applied quantitative finance
,
(pp. 345-361)
.
2009
Persistent link: https://www.econbiz.de/10003746421
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2
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
Saved in:
3
Locally adaptive estimation methods with application to univariate time series
Elagin, Mstislav
-
2008
Persistent link: https://www.econbiz.de/10003809691
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