Wilkie investment model

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1Stochastic models / Insurance / Finance / Wilkie investment model / Autoregressive conditional heteroskedasticity / Economic model / Stochastic modelling / Heteroscedasticity / Stochastic investment model / Statistics / Time series analysis / Econometrics

A NON-LINEAR STOCHASTIC ASSET MODEL FOR ACTUARIAL USE BY S.P. WHITTEN & R.G. THOMAS ABSTRACT

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Source URL: www.guythomas.org.uk

Language: English - Date: 2012-12-12 07:31:25
2Insurance / Financial ratios / Finance / Wilkie investment model / Autoregressive conditional heteroskedasticity / Box–Jenkins / Vector autoregression / T-statistic / Economic model / Statistics / Time series analysis / Econometrics

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Source URL: www.actuaries.org

Language: English - Date: 2011-04-20 11:08:48
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