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  • Stochastic Investment Models: Unit Roots, Cointegration, State Space and Garch Models for Australian Data
    and economic series was from September 1969. Individual series were available for differing time periods ... non-standard distribution and is compared with the table of critical values found in Fuller (1976, p. 373) ...

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    • Authors: Michael Sherris, Ben Zehnwirth, Leanna Tedesco
    • Date: Jan 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Stochastic models