Subset autoregressive filtering using the forgetting factor for financial simulations

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Autoria(s): Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D.

Contribuinte(s)	R. D. Terrell T.J. Brailsford
Data(s)	01/01/2004
Identificador	http://espace.library.uq.edu.au/view/UQ:70216
Publicador	Evergreen Publishing
Palavras-Chave	#350301 Finance #350302 Financial Econometrics #340403 Time-Series Analysis #720100 Macroeconomic Issues #710401 Finance and investment services #B1
Tipo	Book Chapter