Continuous-time linear models
John H. Cochrane
| Year of publication: |
2012
|
|---|---|
| Authors: | Cochrane, John H. |
| Publisher: |
Boston [u.a.] : Now |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Kointegration | Cointegration |
| Extent: | IX, S. 165-219 |
|---|---|
| Series: | Foundations and trends in finance. - Hanover, Mass. : Now, ISSN 1567-2395, ZDB-ID 2218804-6. - Vol. 6.2011,3 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| ISBN: | 978-1-60198-586-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009710832