Applications of some non-gaussian time series in modelling stochastic volatility and conditional durations
Publication details: Kochi , CUSAT Department of statistics 2017Description: 253pSubject(s):| Item type | Current library | Call number | Status | Date due | Barcode |
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Theses
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University Library | 519.246.8 RAH T (Browse shelf(Opens below)) | Not for loan | T0001196 |
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| 519.246.8 PIC Introduction to time series analysis | 519.246.8 PIC Introduction to time series analysis | 519.246.8 PRA Time series | 519.246.8 RAH T Applications of some non-gaussian time series in modelling stochastic volatility and conditional durations | 519.246.8 REI Elements of Multivariate time Series Analysis | 519.246.8 SCH Stochastic analysis of scaling time series | 519.246.8 SHI T Analysis of stochastic volatility sequences generated by product autoregressive models |
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