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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

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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
Official Date: April 2009
Dates:
DateEvent
April 2009Submitted
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Publication Status: Unpublished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

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