This paper considers the problems of statistically analysing the levels of financial time series rather than their differences, which are often equivalent to returns and which are traditionally analysed in econometric modelling. This focus on differences is a consequence of the inherent nonstationar
β¦ LIBER β¦
A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES
β Scribed by Deborah A. Guyton; Nien-Fan Zhang; Robert V. Foutz
- Book ID
- 111039491
- Publisher
- John Wiley and Sons
- Year
- 1986
- Tongue
- English
- Weight
- 505 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0143-9782
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