Irregularly spaced AR and ARCH (ISAR-ARCH) models
Jeffrey S. Pai ; Wolfgang Polasek ; Hideo Kozumi
| Year of publication: |
1995
|
|---|---|
| Authors: | Pai, Jeffrey ; Polasek, Wolfgang ; Kozumi, Hideo |
| Institutions: | Universität Basel / Institut für Statistik und Ökonometrie (contributor) |
| Publisher: |
Basel : Inst. für Statistik und Ökonometrie |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Prognose | Forecast | Theorie | Theory |
| Extent: | 36 S. : graph. Darst |
|---|---|
| Series: | WWZ discussion papers. - Basel : WWZ, ZDB-ID 1346077-8. - Vol. 9509 |
| 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/10000911263