Different estimations of time series models and application for foreign exchange in emerging markets
<p> Time series models have been widely used in simulating financial data sets. Finding a nice way to estimate the parameters is really important. One of the traditional ways is to use maximum likelihood estimation to make an approach. However, when the error terms don’t have normali...
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| Language: | EN |
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Mississippi State University
2016
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| Online Access: | http://pqdtopen.proquest.com/#viewpdf?dispub=10141678 |