ON FINANCIAL TIME SERIES DECOMPOSITIONS WITH APPLICATIONS TO VOLATILITY

Autor:	Doksum, Kjell, Miura, Ryozo, Yamauchi, Hiroaki
Zdroj:	Hitotsubashi Journal of Commerce and Management, 2000 Oct 01. 351 (35), 19-47.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/43294978 Zobrazit plný text záznamu