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The Markov-switching vector error correction model: dynamics, bayesian inference, and application to the spot and forward Swiss Franc, US Dollar exchange rates

Zugl.: Basel, Univ., Diss., 2007

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/244291049
Date January 2007
CreatorsFrei, Lukas
PublisherBerlin dissertation.de
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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