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Q3148847 - MaRDI portal

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scientific article

    Statements

    author
    Ngai Hang Chan
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    publication date
    24 September 2002
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    zbMATH Keywords
    ARIMA
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    nonstationarity
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    state space models
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    cointegration
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    financial time series
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    exercises
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    VAR
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    GARCH
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62-01
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    62P05
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    62-02
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    62P20
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    91B84
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    zbMATH DE Number
    1805572
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