Modeling Financial Time Series with S-PLUS®
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Publication:3377019
DOI10.1007/978-0-387-32348-0zbMath1092.91067OpenAlexW4254055408MaRDI QIDQ3377019
Publication date: 20 March 2006
Full work available at URL: https://doi.org/10.1007/978-0-387-32348-0
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)
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