Search for dissertations about: "Agustin Maravall"
Found 1 swedish dissertation containing the words Agustin Maravall.
-
1. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series
Abstract : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. READ MORE
Result pages:
1