Malik, Sheheryar (2009) Essays in time series analysis: modelling stochastic volatility and forecast evaluation. PhD thesis, University of Warwick.

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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
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Publication Status:	Unpublished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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