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The Markov-switching vector error correction model : dynamics, Bayesian inference, and application to the spot and forward Swiss franc/US dollar exchange rates

Author: Lukas Frei
Publisher: Berlin : dissertation.de, 2008.
Dissertation: Univ., Diss.--Basel, 2007.
Series: Dissertation Classic, 1456.
Edition/Format:   Thesis/dissertation : Thesis/dissertation : Manuscript   Archival Material : EnglishView all editions and formats
Database:WorldCat
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Material Type: Thesis/dissertation, Manuscript, Internet resource
Document Type: Book, Archival Material, Internet Resource
All Authors / Contributors: Lukas Frei
ISBN: 9783866243569 3866243561
OCLC Number: 254515351
Description: XVII, 172 S. : graph. Darst.
Series Title: Dissertation Classic, 1456.
Responsibility: Lukas Frei.

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