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Subset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations

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dc.contributor.authorPenm, Jack HW
dc.contributor.authorTerrell, Richard
dc.date.accessioned2015-12-08T22:36:18Z
dc.date.issued2009
dc.date.updated2015-12-08T09:49:12Z
dc.identifier.isbn9781921473982
dc.identifier.urihttp://hdl.handle.net/1885/35193
dc.publisherEvergreen Publishing
dc.relation.ispartofCollaborative research in electronic healthcare - computer intensive time series, pharmacy informatics and bioinformatics
dc.relation.isversionof1st Edition
dc.titleSubset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations
dc.typeBook chapter
local.bibliographicCitation.lastpage132
local.bibliographicCitation.placeofpublicationJapan
local.bibliographicCitation.startpage107
local.contributor.affiliationPenm, Jack HW, College of Business and Economics, ANU
local.contributor.affiliationTerrell, Richard, College of Business and Economics, ANU
local.contributor.authoruidPenm, Jack HW, u7800853
local.contributor.authoruidTerrell, Richard, u6400283
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor150201 - Finance
local.identifier.ariespublicationu8902633xPUB121
local.type.statusPublished Version

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