Modelling non-linear comovements between time series
Catherine Kyrtsou; Costas Vorlow
| Year of publication: |
2009
|
|---|---|
| Authors: | Kyrtsou, Catherine ; Vorlow, Costas |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 31.2009, 1, p. 200-211
|
| Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Zins | Interest rate | Nichtlineare Dynamik | Nonlinear dynamics | Korrelation | Correlation | Theorie | Theory | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003840508