Detecting epochs of transient dependence in white noise
Year of publication: |
2006
|
---|---|
Authors: | Hinich, Melvin J. ; Patterson, Douglas M. |
Published in: |
Money, measurement and computation. - Basingstoke [u.a.] : Palgrave Macmillan, ISBN 978-1-4039-4793-2. - 2006, p. 61-75
|
Subject: | Geldmenge | Money supply | Messung | Measurement | Finanzmathematik | Mathematical finance |
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