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DOI10.16360/J.CNKI.JBNUNS.2016.04.006zbMath1374.62105MaRDI QIDQ2983996

Handong Li, Weixin Ling

Publication date: 17 May 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal weights daily rate of return variable structure forecast weighted ARMA model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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