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| 001 | 9.838166 |
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| 003 | CaOODSP |
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| 005 | 20221107151320 |
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| 007 | cr ||||||||||| |
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| 008 | 170613s1988 onc |o f|0| 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aCS11-614/88-3E-PDF |
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| 100 | 1 |aDagum, Estela Bee. |
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| 245 | 10|aDeterministic and stochastic models for the estimation of trading-day variations |h[electronic resource] / |cby Estela Bee Dagum and Benoit Quenneville. |
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| 260 | |aOttawa : |bStatistics Canada, |c1988. |
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| 300 | |a23, [5] p. : |bfigures. |
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| 490 | 1 |aWorking paper ; |v88-3 |
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| 500 | |aDigitized edition from print [produced by Statistics Canada]. |
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| 500 | |aWorking Paper No. TSRAD-88-003E." |
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| 500 | |a"January, 1988." |
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| 504 | |aIncludes bibliographic references. |
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| 520 | 3 |a"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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| 546 | |aAbstract in French. |
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| 692 | 07|2gccst|aStatistical analysis |
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| 692 | 07|2gccst|aMethodology |
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| 700 | 1 |aQuenneville, Benoit,|d1959- |
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| 710 | 1 |aCanada. |bStatistics Canada. |bMethodology Branch. |
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| 830 | #0|aWorking paper (Statistics Canada. Methodology Branch)|v88-3|w(CaOODSP)9.834763 |
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| 856 | 40|qPDF|s5.15 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-88-3-eng.pdf |
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| 986 | |a11-614E no. 88-03 |
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