1. Modeling Exchange Rates
Title | Modeling Exchange Rates : Long-Run Dependence Versus Conditional Heteroscedasticity |
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Author info | Michael A. Hauser, Robert M. Kunst, Erhard Reschenhofer |
Author | Hauser Michael A. |
Co-authors | Kunst Robert M. |
Reschenhofer Erhard | |
Issue data | Wien : Institut für Höhere Studien , 1992. - 20 s. |
Issue | 1. ed. |
Edition | Research Memorandum , No. 306 |
Document kind | správy výskumné |
Language | English |
Country of Edition | Austria |
systematics | 336.74 - Peniaze. Mena |
Keywords | kurz devízový * modelovanie matematické * modely * ARFIMA * GARCH |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 704224 |