The Markov-switching vector error correction model : dynamics, Bayesian inference, and application to the spot and forward Swiss franc/US dollar exchange rates /

Description

Univ., Diss.--Basel, 2007.

Links & Downloads

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

Tags

Dissertation -- Thesis.

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/254515351
Date	January 2008
Creators	Frei, Lukas.
Publisher	Berlin : dissertation.de,
Source Sets	OCLC
Language	English
Detected Language	English