Three essays on unit roots and nonlinear co-integrated processes
Year of publication: |
2008
|
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Authors: | Gaul, Jürgen |
Subject: | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Zinsstruktur | Yield curve | Börsenkurs | Share price | Index-Futures | Index futures | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | Ökonometrisches Modell |
Description of contents: | Table of Contents [gbv.de] |
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Güriş, Burak, (2019)
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Shah, Paresh, (2015)
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Paladino, Giovanna, (2000)
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A partially linear approach to modelling the dynamics of spot and futures prices
Gaul, Jürgen, (2012)
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A partially linear approach to modelling the dynamics of spot and futures prices
Gaul, Jürgen, (2008)
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A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices
Gaul, Jürgen, (2015)
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