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  • Stochastic Investment Models: Unit Roots, Cointegration, State Space and Garch Models for Australian Data
    for Australian Data The main aim of this paper is to apply some of the techniques of modern time series ... investment data in order to better understand the nature of long run relationships in investment series ...

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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