Irregularly spaced AR and ARCH (ISAR-ARCH) models
Year of publication: |
1995
|
---|---|
Authors: | Pai, Jeffrey S. ; Polasek, Wolfgang ; Kozumi, Hideo |
Publisher: |
Basel : Wirtschaftswiss. Zentrum der Univ. Basel |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 36 S graph. Darst |
---|---|
Series: | WWZ discussion papers. - Basel : WWZ, ZDB-ID 1346077-8. - Vol. 9509 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. S. 19 - 20 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio, (2014)
-
Lee, Mei-Yu, (2014)
-
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar, (2019)
- More ...
-
Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey, (1995)
-
Autoregressive moving average models with t and hyperbolic innovations
Polasek, Wolfgang, (1998)
-
The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang, (1995)
- More ...