Irregularly spaced AR and ARCH (ISAR-ARCH) models
Jeffrey S. Pai, Wolfgang Polasek, Hideo Kozumi
| Year of publication: |
1995
|
|---|---|
| Authors: | Pai, Jeffrey ; Polasek, Wolfgang ; Kozumi, Hideo |
| Publisher: |
Basel : Wirtschaftswiss. Zentrum der Univ. Basel |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Prognose | Forecast |
| Extent: | 36 S graph. Darst |
|---|---|
| Series: | WWZ discussion papers. - Basel : WWZ, ZDB-ID 1346077-8. - Vol. 9509 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 19 - 20 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000573314