Deterministic and stochastic models for the estimation of trading-day variations: CS11-614/88-3E-PDF
"This paper presents two stochastic models for trading-day variations that allow a moving behavior of the daily coefficients. The estimation method is discussed and the deterministic and stochastic models are applied on both simulated and real series"--Abstract.
|Department/Agency||Statistics Canada. Methodology Branch.|
|Title||Deterministic and stochastic models for the estimation of trading-day variations|
|Series Title||Working paper ;|
|Publication Type||Series - View Master Record|
|Electronic Document|| |
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|Note||Digitized edition from print [produced by Statistics Canada]. Working Paper No. TSRAD-88-003E." "January, 1988."|
|Number of Pages||23,  p. :|
|Departmental Catalogue Number||11-614E no. 88-03|
|Subject Terms||Statistical analysis, Methodology|
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