On Financial Time Series Decompositions with Applications to Volatility
| Year of publication: |
2000
|
|---|---|
| Authors: | Doksum, Kjell ; Miura, Ryozo ; Yamauchi, Hiroaki |
| Published in: |
Hitotsubashi Journal of commerce and management. - Graduate School of Commerce and Management. - Vol. 35.2000, 1, p. 19-47
|
| Publisher: |
Graduate School of Commerce and Management |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010765972