Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Analysis of Financial Time Series - MaRDI portal

Analysis of Financial Time Series (Q5706503)

From MaRDI portal
scientific article; zbMATH DE number 2225473
Language Label Description Also known as
English
Analysis of Financial Time Series
scientific article; zbMATH DE number 2225473

    Statements

    title
    Analysis of Financial Time Series (English)
    0 references
    DOI
    10.1002/0471746193
    0 references
    author
    Ruey S. Tsay
    0 references
    publication date
    7 November 2005
    0 references
    Mathematics Subject Classification ID
    91B84
    0 references
    91B28
    0 references
    91-01
    0 references
    62M10
    0 references
    91B26
    0 references
    91B30
    0 references
    zbMATH DE Number
    2225473
    0 references
    zbMATH Keywords
    Time series
    0 references
    Finance
    0 references
    Var, VARMA
    0 references
    Options
    0 references
    Difusion
    0 references
    Extreme value
    0 references
    Multiple assets
    0 references
    Heavy tailed distribution
    0 references
    Co-integration
    0 references
    Volatility
    0 references
    MCMC
    0 references
    Financial factor model
    0 references
    Portfolio analysis
    0 references
    Kalman filter
    0 references
    OpenAlex ID
    W2489540272
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5706503&oldid=32514655"
    Powered by MediaWiki