Nonlinear models for strongly dependent processes with financial applications (Q299256): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6596543 / rank | |||
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nonlinearity | |||
| Property / zbMATH Keywords: nonlinearity / rank | |||
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ESTARESTAR models | |||
| Property / zbMATH Keywords: ESTARESTAR models / rank | |||
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strong dependence | |||
| Property / zbMATH Keywords: strong dependence / rank | |||
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forward premium | |||
| Property / zbMATH Keywords: forward premium / rank | |||
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real exchange rates | |||
| Property / zbMATH Keywords: real exchange rates / rank | |||
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Revision as of 21:33, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear models for strongly dependent processes with financial applications |
scientific article |
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Nonlinear models for strongly dependent processes with financial applications (English)
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22 June 2016
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nonlinearity
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ESTARESTAR models
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strong dependence
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forward premium
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real exchange rates
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