Moving average stochastic volatility models with application to inflation forecast
Year of publication: |
2013
|
---|---|
Authors: | Chan, Joshua C. C. |
Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National Univ. |
Subject: | Inflationsrate | Inflation rate | Modellierung | Scientific modelling | Stochastischer Prozess | Stochastic process | ARMA-Modell | ARMA model | 1947-2011 |
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