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Comparing the applicability of box-jenkins arima methodology and ARCH/GARCH methodology among real data sets

By: Ferdinandis, M.G.S.M.AContributor(s): T.M.J.A. Cooray [supervisor] | M.Z.M. Malhardeen [supervisor]Language: English Publisher: [2011]Description: xv, 123p. : ill., chartsSubject(s): MATHEMATICS-Thesis | TIME SERIES-Analysis | MSc in Operational ResearchOnline resources: Click here to access online Dissertation note: Department of Mathematics Faculty of Engineering University of Moratuwa 2011
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Thesis Thesis Library, University of Moratuwa
The University of Moratuwa Library (UML) is one of the most prominent technology libraries in the country. Its main subject specializations are Engineering, Architecture and Information Technology. However, the library caters to the requirements of the membership by housing books and other materials of general interest as well.
Thesis Collection
51(043) (Browse shelf) DMA 04/22 Not For Loan 96816

M.Sc. By Research

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TH2160

Department of Mathematics Faculty of Engineering University of Moratuwa 2011

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