Detecting epochs of transient dependence in white noise
Melvin J. Hinich and Douglas M. Patterson
| Year of publication: |
2006
|
|---|---|
| Authors: | Hinich, Melvin J. ; Patterson, Douglas M. |
| Published in: |
Money, measurement and computation. - Basingstoke [u.a.] : Palgrave Macmillan, ISBN 978-1-4039-4793-2. - 2006, p. 61-75
|
| Subject: | Geldmenge | Money supply | Messung | Measurement | Finanzmathematik | Mathematical finance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003356929