magistrsko delo
Črt Grahonja (Author), Janez Bernik (Mentor), Dejan Velušček (Co-mentor)

Abstract

Modeliranje časovnih vrst z GARCH modeli v R-u

Keywords

splošna avtoregresivna pogojna heteroskedastičnost;skriti Markovski modeli;modeliranje;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [Č. Grahonja]
UDC: 519.2
COBISS: 18074201 Link will open in a new window
Views: 737
Downloads: 422
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Other data

Secondary language: English
Secondary keywords: general autoregressive conditional heteroscedasticity;hidden Markov models;modelling;R;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: X, 60 f.
ID: 10927446