Cost-sensitive estimation of ARMA models for financial asset return data

DOI10.1155/2015/232184zbMath1395.91513OpenAlexW2116015908WikidataQ59117663 ScholiaQ59117663MaRDI QIDQ1665027

Min-Young Kim

Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/232184

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

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