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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 | ||||
| Official Date: | April 2009 | ||||
| Dates: |
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| 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| Publication Status: | Unpublished | ||||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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