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

Description

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

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1. http://d-nb.info/989281892/04
2. http://deposit.d-nb.de/cgi-bin/dokserv?id=3128146&prov=M&dok_var=1&dok_ext=htm
3. http://www.dissertation.de/buch.php3?buch=5540

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Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/244291049
Date	January 2007
Creators	Frei, Lukas
Publisher	Berlin dissertation.de
Source Sets	OCLC
Language	English
Detected Language	English