One-step prediction of financial time series
By: by Srichander Ramaswamy.
Contributors: Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 57; BIS working papers (Online) ;; no. 57.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 1998
Place of publication: Basle, Switzerland
Language: eng
Format: Electronic resource
Subjects: Time-series analysis.; Finance -- Mathematical models.; Business forecasting -- Mathematical models.; Prediction theory -- Mathematical models.; Rate of return -- Mathematical models.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Nov. 12, 2003).
"July 1998."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.