The Library
Essays in time series analysis: modelling stochastic volatility and forecast evaluation
Tools
Tools
Tools
Malik, Sheheryar (2009) Essays in time series analysis: modelling stochastic volatility and forecast evaluation. PhD thesis, University of Warwick.
Full text not available from this repository.
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 | ||||
| Official Date: | April 2009 | ||||
| Dates: |
|
||||
| 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| Publication Status: | Unpublished | ||||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 |
Request changes or add full text files to a record
Actions (login required)
 |
View Item |
