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Analysis of stochastic volatility sequences generated by product autoregressive models

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Bibliografiske detaljer
Hovedforfatter:	Shiji, K
Andre forfattere:	Balakrishna, N; guided by
Format:	Ph.D Thesis
Sprog:	English
Udgivet:	Kochi Department of Statistics, CUSAT 2014
Fag:	Time series Financial time series

Lignende værker

Introduction to time series modeling
af: Kitagawa, Genshiro
Udgivet: (2010)

Modeling financial timeseries with S-Plus
af: Zivot, Eric
Udgivet: (2006)

Laplace autoregressive time series models
af: Kuttykrishnan A.P

Time series models with asymmetric innovations /
af: Elsamma Jacob
Udgivet: (2013)

Analysis of financial time series/2nd
af: Tsay, Ruey S.
Udgivet: (2005)

Hidden Markov and other models for discrete-valued time series
af: MacDonald, Iain L.
Udgivet: (1997)

An Introduction to The Analysis of Time Series
af: Steiner, Peter, O, (Steiner, Peter, O)
Udgivet: (1956)

Time series analysis and its applications
af: Shumway, Robert H.
Udgivet: (2000)

Introduction to Time Series Analysis and Forcasting
af: Yaffee, Robert
Udgivet: (2000)

Multichannel Times Series Analysis with Digital computer Programs
af: Robinson, Enders. A
Udgivet: (1967)

Modelling and analysis of some time series
af: Kesavan Nampoothiri, C.
Udgivet: (2001)

Time series: modeling, computation and inference
af: Prado, Raquel
Udgivet: (2010)

Athens conference on applied probability and time series: Vol.II: Time series analysis in memory of E.J.Hannan
af: Ed by Robinson, P.M
Udgivet: (1996)

Volatility and time series econometrics essays in honor of robert F Eagle
af: Bollerslev, Tim.,ed
Udgivet: (2010)

Regression models for time series analysis
af: Kedem, Benjamin
Udgivet: (2002)

Modelling and analysis of some time series
af: Kesavan nampoothiri C.
Udgivet: (2001)

Regression models for time series analysis
af: Kedem,Benjamin
Udgivet: (2002)

Some reliability andtime series aspects of discrete distributions with gaps in their support
af: Rajasekharan K.E
Udgivet: (2012)

Time series analysis and forecasting by example
af: Bisgaard, Soren
Udgivet: (2010)

Introductory time series with R
af: Cowpertwait, Paul S.P
Udgivet: (2009)

Nonlinear time series: nonparametric and parametric methods
af: Fan, Jianqing

Multiple time series
af: Hannan, E.J
Udgivet: (1970)

Time-series
af: Kendall, Sir Maurice
Udgivet: (1976)

Time series and statistics
af: Ed by Eatwell, John
Udgivet: (1990)

Time series prediction: forcasting the future and understanding the past
af: Ed by Weigend, Andreas S.
Udgivet: (1994)

Introduction to time series using stata
af: Becketti, Sean
Udgivet: (2013)

An introduction to bispectral analysis and bilinear time series models
af: Subba Rao, T.
Udgivet: (1984)

Statistics for experiments: an introduction to design data analysis and model building
af: Box, G EP
Udgivet: (1978)

Time series models
af: Harvey, A.C
Udgivet: (1981)

Analysis of stochastic volatility sequences generated by product autoregressive models
af: Shiji, K
Udgivet: (2014)

Applied time series modelling and forecasing
af: Harris,Richard, et al.
Udgivet: (2006)

Forecasting with univariate Box Jenkins models concepts and cases
af: Pankratz, Alan
Udgivet: (1983)

Estimation in conditionally heteroscedastic time series models
af: Straumann, Daniel
Udgivet: (2005)

Estimation in conditionally heteroscedastic time series models
af: Straumann, Daniel
Udgivet: (2005)

Time series models for business and economic forecasting
af: Frances, Philip Hans
Udgivet: (1998)

Applications of computer aided time series modeling
af: Ed by Aoki, Masanao
Udgivet: (1997)

Nonlinear time series models in empirical finance /
af: Franses, Philip Hans
Udgivet: (2000)

Non-linear time series models in empirical finance
af: Franses, Philip Hans
Udgivet: (2000)

Time series analysis /
af: Madsen, Henrik
Udgivet: (2008)

Time series analysis /
af: Palma, Wilfredo, 1963-