SEMIFAR forecasts, with applications to foreign exchange rates
Year of publication: |
1999
|
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Authors: | Beran, Jan ; Ocker, Dirk |
Publisher: |
Konstanz |
Subject: | Währungsrisiko | Prognoseverfahren | Semiparametrisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | 23, [3] S. : graph. Darst. |
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Series: | Discussion paper series / CoFE. - Konstanz : Universität Konstanz. - Vol. 99,13 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Methoden und Techniken der Betriebswirtschaft ; Investition, Finanzierung |
Source: |
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Hautsch, Nikolaus, (1999)
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Semiparametric modeling of implied volatility
Fengler, Matthias R., (2005)
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Beran, Jan, (1999)
- More ...
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Beran, Jan, (1999)
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Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity
Beran, Jan, (2003)
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Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan, (2000)
- More ...