Stochastic investment models : unit roots, cointegration, state space and Garch models for Australia data

Stochastic investment models : unit roots, cointegration, state space and Garch models for Australia data / Michael Sherris, Leanna Tedesco and Ben Zehnwirth

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Bibliographic Details
Superior document:Actuarial studies and demography / School of Economic and Fiancial Studies, Macquarie University : Research paper series 3 006/96
VerfasserIn:
Sherris, Michael
Tedesco, Leanna
Zehnwirth, Ben
Place / Publishing House:Sydney, NSW : Univ., 1996
Year of Publication:1996
Language:English
Series:Actuarial studies and demography / School of Economic and Fiancial Studies, Macquarie University : Research paper series 3 006/96
Physical Description:50 S.; graph. Darst.
Notes:Literaturverz. S. 48 - 50
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spelling Sherris, Michael (DE-588)132379716 aut
Stochastic investment models unit roots, cointegration, state space and Garch models for Australia data Michael Sherris, Leanna Tedesco and Ben Zehnwirth
Sydney, NSW Univ. 1996
50 S. graph. Darst.
Actuarial studies and demography / School of Economic and Fiancial Studies, Macquarie University : Research paper series 3 006/96
Literaturverz. S. 48 - 50
Tedesco, Leanna aut
Zehnwirth, Ben aut
(AT-OBV)AC07598409 1996,6
YWIFD IFD-BIB VID-U.1/20 2218272550004498
language English
format Book
author Sherris, Michael
Tedesco, Leanna
Zehnwirth, Ben
spellingShingle Sherris, Michael
Tedesco, Leanna
Zehnwirth, Ben
Stochastic investment models unit roots, cointegration, state space and Garch models for Australia data
Actuarial studies and demography / School of Economic and Fiancial Studies, Macquarie University : Research paper series 3
author_facet Sherris, Michael
Tedesco, Leanna
Zehnwirth, Ben
Tedesco, Leanna
Zehnwirth, Ben
author_variant m s ms
l t lt
b z bz
author_role VerfasserIn
VerfasserIn
VerfasserIn
author2 Tedesco, Leanna
Zehnwirth, Ben
author2_role VerfasserIn
VerfasserIn
author_sort Sherris, Michael
title Stochastic investment models unit roots, cointegration, state space and Garch models for Australia data
title_sub unit roots, cointegration, state space and Garch models for Australia data
title_full Stochastic investment models unit roots, cointegration, state space and Garch models for Australia data Michael Sherris, Leanna Tedesco and Ben Zehnwirth
title_fullStr Stochastic investment models unit roots, cointegration, state space and Garch models for Australia data Michael Sherris, Leanna Tedesco and Ben Zehnwirth
title_full_unstemmed Stochastic investment models unit roots, cointegration, state space and Garch models for Australia data Michael Sherris, Leanna Tedesco and Ben Zehnwirth
title_auth Stochastic investment models unit roots, cointegration, state space and Garch models for Australia data
title_new Stochastic investment models
title_sort stochastic investment models unit roots, cointegration, state space and garch models for australia data
series Actuarial studies and demography / School of Economic and Fiancial Studies, Macquarie University : Research paper series 3
series2 Actuarial studies and demography / School of Economic and Fiancial Studies, Macquarie University : Research paper series 3
publisher Univ.
publishDate 1996
physical 50 S. graph. Darst.
isbn 1864082518
callnumber-raw VID-U.1/20
callnumber-search VID-U.1/20
illustrated Not Illustrated
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