𝔖 Bobbio Scriptorium
✦   LIBER   ✦

PARAMETRIC AND NON-PARAMETRIC MODELLING OF TIME SERIES — AN EMPIRICAL STUDY

✍ Scribed by GEMAI CHEN; BOVAS ABRAHAM; GREG W. BENNETT

Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
752 KB
Volume
8
Category
Article
ISSN
1180-4009

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An empirical analysis of alternative par
An empirical analysis of alternative parametric ARCH models
✍ Geoffrey F. Loudon; Wing H. Watt; Pradeep K. Yadav 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 189 KB 👁 1 views

This paper presents empirical evidence on the eectiveness of eight dierent parametric ARCH models in describing daily stock returns. Twenty-seven years of UK daily data on a broad-based value weighted stock index are investigated for the period 1971±97. Several interesting results are documented. Ov

Some advances in non-parametric multiple
Some advances in non-parametric multiple time series and spectral analysis
✍ A. T. Walden 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 820 KB

Multiple time series usually arise in measurements on physical systems in one of two ways. The first way is when a set of time series arise on an 'equal footing.' A distant explosion might be recorded at several contiguous recording sites. From such series can be determined, for example, characteris