An edition of In search of a model that an ARCH-type model may be approximating (1990)

In search of a model that an ARCH-type model may be approximating

the Markov model of heteroskedasticity

by

In search of a model that an ARCH-type model ...
Kim, Chang-Jin., Kim, Chang-Ji ...
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Last edited by Open Library Bot
December 3, 2010 | History
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An edition of In search of a model that an ARCH-type model may be approximating (1990)

In search of a model that an ARCH-type model may be approximating

the Markov model of heteroskedasticity

by

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Publish Date
Publisher
York University, Dept. of Economics
Language
English
Pages
18

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Subjects

Analysis of variance Heteroscedasticity Markov processes Mathematical models Regression analysis
Edition Availability
Cover of: In search of a model that an ARCH-type model may be approximating
In search of a model that an ARCH-type model may be approximating: the Markov model of heteroskedasticity
1990, York University, Dept. of Economics
in English

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Book Details

Edition Notes

Includes bibliographical references.

Published in
[Toronto, Ont
Series
Working paper -- no. 90-11, Working paper series (York University (Toronto, Ont.). Dept. of Economics) -- no. 90-11

Classifications

Library of Congress
HB141 .K475 1990

The Physical Object

Pagination
18 leaves :
Number of pages
18

Edition Identifiers

Open Library
OL18096559M

Work Identifiers

Work ID
OL5812962W

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