Modelling non-linear comovements between time series: comment
Bruce Mizrach
| Year of publication: |
2009
|
|---|---|
| Authors: | Mizrach, Bruce Marshall |
| Other Persons: | Kyrtsou, Catherine (contributor) ; Vorlow, Costas (reviewed) |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 31.2009, 1, p. 212-215
|
| Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Zins | Interest rate | Nichtlineare Dynamik | Nonlinear dynamics | Korrelation | Correlation | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003840510