On financial time series decompositions with applications to volatility

By: Contributor(s): Material type: TextTextSeries: IMES Discussion papers seriesPublication details: Tokyo Institute for Monetary and Economic Studies 1998Description: 58pISBN:
DDC classification:
  • DP 98-E-6
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number Status Barcode
Working Papers (Print) Working Papers (Print) IGIDR DP 98-E-6 (Browse shelf(Opens below)) Available G14561

For any Suggestions or Query, please contact the library staff @ lib@igidr.ac.in or Phone: 022-69096504/69096563