Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2000, Ausgabe 76, 2000
- Schlagwort
-
Zins
ARCH-Modell
Zeitreihenanalyse
Schätzung
Theorie
USA
Zins
ARCH-Prozess
GARCH-Prozess
Exponential smoothing
Zeitreihenanalyse
Schätzung
- Ereignis
-
Veröffentlichung
- (wo)
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Berlin
- (wer)
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Humboldt-Universität zu Berlin
- (wann)
-
2005
- Urheber
- DOI
-
10.18452/3397
- URN
-
urn:nbn:de:kobv:11-10048024
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:55 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Lanne, Markku
- Saikkonen, Pentti
- Humboldt-Universität zu Berlin
Entstanden
- 2005
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