Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate

Hauser, Michael and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (1998) Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate. Review of Quantitative Finance and Accounting, 10 (1), pp. 95-113. https://doi.org/10.1023/A%3A1008252331292

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Item Type:	Article in Academic Journal
Date Deposited:	18 Dec 2014 15:13
Last Modified:	19 Sep 2024 08:49
DOI:	10.1023/A:1008252331292
ISSN:	0924865X
URI:	https://irihs.ihs.ac.at/id/eprint/2547

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