Econometric Analysis of Financial Markets /

This collection of papers represents the state of the art in the applicationof recent econometric methods to the analysis of financial markets. From a methodological point of view the main emphasis is on cointegration analysis and ARCH modelling. In cointegration analysis the links between long-runc...

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Bibliographic Details

Main Author:	Kaehler, Jürgen
Corporate Author:	SpringerLink (Online service)
Other Authors:	Kugler, Peter
Format:	eBook
Language:	English
Published:	Heidelberg : Physica-Verlag HD, 1994.
Series:	Studies in empirical economics.
Subjects:	Economics. International economic relations. Electronic books.
Online Access:	Connect to the full text of this electronic book