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
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| Subject: | Nichtlineare Regression | Nonlinear regression | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Kaufkraftparität | Purchasing power parity | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10003783785