Influence of deterministic trend on the estimated parameters of GARCH(1,1) model
AbstractThe log returns of financial time series are usually modeled by means of the stationary GARCH(1,1) stochastic process or its…
2008
Serial correlation of detrended time series
AbstractA preliminary essential procedure in time series analysis is the separation of the deterministic component from the random one. If…
Eminescu. Viaţa unui om singular
C. Vamoş, D. Vamoş, Eminescu. Viaţa unui om singular, Risoprint, Cluj-Napoca, 2008, 361 pp, ISBN 978-973-751-759-3 (in Romanian; English title: Eminescu. Life and…