An edition of A note on the estimation of GARCH-M models using the Kalman filter (1990)

A note on the estimation of GARCH-M models using the Kalman filter

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A note on the estimation of GARCH-M models us ...
Stephen Hall, Stephen Hall
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Last edited by WorkBot
December 15, 2009 | History
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An edition of A note on the estimation of GARCH-M models using the Kalman filter (1990)

A note on the estimation of GARCH-M models using the Kalman filter

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Publish Date
Publisher
Bank of England, Economics Division
Language
English

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Cover of: A note on the estimation of GARCH-M models using the Kalman filter
A note on the estimation of GARCH-M models using the Kalman filter
1990, Bank of England, Economics Division
in English
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Book Details

Edition Notes

Published in
London
Series
Discussion papers. technical series / Bank of England -- no.32

ID Numbers

Open Library
OL13915120M

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December 15, 2009 Edited by WorkBot link works
September 2, 2008 Created by ImportBot Imported from Talis record