Nonlinear models for strongly dependent processes with financial applications

Richard T. Baillie; George Kapetanios

Year of publication:	2008
Authors:	Baillie, Richard ; Kapetanios, George
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 147.2008, 1, p. 60-71
Subject:	Nichtlineare Regression \| Nonlinear regression \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis \| Kaufkraftparität \| Purchasing power parity \| Theorie \| Theory

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