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Essays in time series analysis: modelling stochastic volatility and forecast evaluation
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Malik, Sheheryar (2009) Essays in time series analysis: modelling stochastic volatility and forecast evaluation. PhD thesis, University of Warwick.
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Official URL: http://webcat.warwick.ac.uk/record=b2279985~S9
| Item Type: | Thesis or Dissertation (PhD) |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory |
| Library of Congress Subject Headings (LCSH): | Time-series analysis -- Research, Economic forecasting -- Research, Stochastic analysis, Markov processes, Monte Carlo method |
| Date: | April 2009 |
| Institution: | University of Warwick |
| Theses Department: | Department of Economics |
| Thesis Type: | PhD |
| Publication Status: | Unpublished |
| Supervisor(s)/Advisor: | Clements, Michael P. ; Pitt, Michael K. |
| Extent: | vii, 115 leaves : charts |
| Language: | eng |
| URI: | http://wrap.warwick.ac.uk/id/eprint/2306 |
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