An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates
Year of publication: |
1994
|
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Authors: | Koop, Gary |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 1.1993, 3, p. 343-364
|
Subject: | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Wechselkurs | Exchange rate | Theorie | Theory |
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