Deterministic and stochastic models for the estimation of trading-day variations / by Estela Bee Dagum and Benoit Quenneville.: 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.
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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Deterministic and stochastic models for the estimation of trading-day variations / by Estela Bee Dagum and Benoit Quenneville. |
| Series title | Working paper ; 88-3 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. Working Paper No. TSRAD-88-003E." "January, 1988." Includes bibliographic references. Abstract in French. |
| Publishing information | Ottawa : Statistics Canada, 1988. |
| Author / Contributor | Dagum, Estela Bee. Quenneville, Benoit,1959- |
| Description | 23, [5] p. : figures. |
| Catalogue number |
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| Departmental catalogue number | 11-614E no. 88-03 |
| Subject terms | Statistical analysis Methodology |
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