A Review on Singular Spectrum Analysis for Economic and Financial Time Series.

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Hassani, H. and Thomakos, D., 2010. A Review on Singular Spectrum Analysis for Economic and Financial Time Series. Statistics and Its Interface, 3 (3), pp. 377-397.

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Item Type:Article
ISSN:1938-7989
Subjects:Social Sciences > Economics
Social Sciences > Finance and Financial Economics
Science > Mathematics
Group:Business School
ID Code:19781
Deposited By:Dr Hossein Hassani
Deposited On:03 Apr 2012 16:29
Last Modified:07 Mar 2013 15:54
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