Modeliranje časovnih vrst z GARCH modeli v R-u : magistrsko delo

Grahonja, Črt (author), Bernik, Janez (mentor), Velušček, Dejan (co-mentor)

• Language: Slovenian
• Keywords: splošna avtoregresivna pogojna heteroskedastičnost, skriti Markovski modeli, modeliranje
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [Č. Grahonja]
• Year: 2017
• Number of pages: X, 60 f.
• PID: 20.500.12556/RUL-100856
• UDC: 519.2
• COBISS.SI-ID: 18074201
• Publication date in RUL: 18.04.2018

Secondary language

• Language: English
• Keywords: general autoregressive conditional heteroscedasticity, hidden Markov models, modelling, R