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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: Zugleich: Diss. Staatswiss. Basel, 2007.
Edition/Format:   Thesis/dissertation : Thesis/dissertation : EnglishView all editions and formats
Database:WorldCat
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Material Type: Thesis/dissertation
Document Type: Book
All Authors / Contributors: Lukas Frei
ISBN: 9783866243569 3866243561
OCLC Number: 428245826
Notes: Register.
Description: 172 S. : Ill. ; 21 cm.
Responsibility: Lukas Frei.

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