Implication of instability on econometric and financial time series modeling
Year of publication: |
2012
|
---|---|
Authors: | Aknouche, Abdelhakim |
Published in: |
Econometrics : new research. - New York, NY : Nova Science Publ., ISBN 978-1-61942-005-2. - 2012, p. 149-186
|
Subject: | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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