Comparative Performance of ARIMA and ARCH/GARCH Models on Time Series of Daily Equity Prices for Large Companies

Research output: Contribution to conference › Presentation

Original language	American English
State	Published - Jan 1 2006
Event	Southwest Decision Science Institute Conference - Duration: Jan 1 2006 → …

Conference	Southwest Decision Science Institute Conference
Period	1/1/06 → …

Disciplines

@conference{45d3e3e5c1434385b09f91cc7fe3aa78,

title = "Comparative Performance of ARIMA and ARCH/GARCH Models on Time Series of Daily Equity Prices for Large Companies",

author = "Yurova, \{Yuliya V.\} and J. Sparks",

year = "2006",

month = jan,

day = "1",

language = "American English",

note = "Southwest Decision Science Institute Conference ; Conference date: 01-01-2006",

}