Estimating unknown join points: Determination of the yen-dollar exchange rate (Q1000353)
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scientific article; zbMATH DE number 5503419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating unknown join points: Determination of the yen-dollar exchange rate |
scientific article; zbMATH DE number 5503419 |
Statements
Estimating unknown join points: Determination of the yen-dollar exchange rate (English)
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6 February 2009
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Bayesian procedure
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join point
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switching regression
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ARCH
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GARCH
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cointegration
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error correction
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0.78659725
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0.7745904
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0.7712547
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0.7689595
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0.7680817
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0.7656187
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