Archived publication
Archived publication
Statistical modelling of financial time series: An introduction
March 01, 2004
SAMBA
- Areas: Finance, insurance and power market
- Keywords: Statistical modelling, Time series, Stationarity, GARCH, Correlation, Copula
- Page(s): 37
- Name and number of project: 220194, GB-BFF
- Title: Statistical modelling of financial time series: An introduction
- Author(s): Aas, Kjersti; Dimakos, Xeni Kristine
- Report number: SAMBA/08/04
- Published date: March 01, 2004