Analysis of stochastic volatility sequences generated by product autoregressive models

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)