Fractionally integrated models with ARCH errors: with an application to a Swiss interest rate
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Bibliographic Details
Main Authors: Hauser, Michael A. (Author), Kunst, Robert M. 1957- (Author)
Format: Thesis Book
Language:English
Published: Linz-Auhof Univ., Inst. für Volkswirtschaftslehre 1994
Series:Arbeitspapiere des Instituts für Volkswirtschaftslehre, Johannes Kepler Universität Linz 9402
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Item Description:vpgb
Physical Description:23 Bl. graph. Darst.

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