Application of filtering theory for optimum strategies in stock market investment
| Data(s) |
1997
|
|---|---|
| Identificador | |
| Publicador |
Queensland University of Technology |
| Relação |
Cheng, Teddy Man Lai (1997) Application of filtering theory for optimum strategies in stock market investment. Masters by Research thesis, Queensland University of Technology. |
| Direitos |
Copyright Teddy Man Lai Cheng |
| Palavras-Chave | #Stocks Prices Mathematical models #Investments Mathematical models #Filters (Mathematics) #forecast #stock market #Kalman filter #time series #long-memory #short-memory #differencing #fractional differencing #ARMA #ARIMA #ARFIMA #Hurst coefficient #rescale-range #state-space #Whittle estimator #maximum likelihood #fractal #random walk #thesis #masters |
| Tipo |
Thesis |
