Time series mean level and stochastic volatility modeling by smooth transition autoregressions : a Bayesian approach
Heribert Freitas Lopes and Esther Salazar
| Year of publication: |
2006
|
|---|---|
| Authors: | Lopes, Hedibert Freitas ; Salazar, Esther |
| Published in: |
Econometric analysis of financial and economic time series ; part B ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1273-4. - 2006, p. 225-238
|
| Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Nichtlineare Regression | Nonlinear regression | USA | United States | 1986-1997 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003350097