Fractionally integrated models with ARCH errors
Michael A. Hauser and Robert M. Kunst
| Year of publication: |
1994
|
|---|---|
| Authors: | Hauser, Michael A. ; Kunst, Robert M. |
| Publisher: |
Linz-Auhof |
| Subject: | ARFIMA | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve | Internationaler Finanzmarkt | International financial market | Theorie | Theory | Schätzung | Estimation | Schweiz | Switzerland | 1986-1989 |
| Extent: | 23 Bl. : 2 Fig |
|---|---|
| Series: | Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,. - Linz-Auhof : [Verlag nicht ermittelbar], ZDB-ID 2296004-1. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000882159