An application of autoregressive conditional heteroskedasticity (ARCH) and generalized autoregressive conditional heteroskedasticity (GARCH) modelling on Taiwan's time-series data : three essays
by Tsangyao Chang
| Year of publication: |
1995
|
|---|---|
| Authors: | Chang, Tsangyao |
| Subject: | Zeitreihenanalyse | Time series analysis | Inflation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Taiwan |
| Extent: | X, 169 S |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Logan, Utah, Utah State Univ., Diss., 1995 |
| Notes: | Enth. 3 Beitr. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000932081