Stochastic modelling for evolution of stock prices by means of functional principal component analysis

Applied Stochastic Models in Business and Industry

Volumn 15, Issue 4, 1999, Pages 227-234

  Aguilera, Ana M ^a   Ocaña, Francisco A ^a   Valderrama, Mariano J ^a  

^a UNIVERSITY OF GRANADA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; INTERPOLATION; MARKETING; MATHEMATICAL MODELS; STATISTICAL METHODS; TECHNOLOGICAL FORECASTING;

PRINCIPAL COMPONENT ANALYSIS; STOCK PRICES;

INDUSTRIAL ECONOMICS;

EID: 0033206518     PISSN: 15241904     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1526-4025(199910/12)15:4<227::AID-ASMB388>3.0.CO;2-C     Document Type: Article

References (8)

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