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Stochastic Investment Models: Unit Roots, Cointegration, State Space and Garch Models for Australian Data
URL ht tp : / /www.ocs .mq.edu .au / -msher r i s /pubs .h tml Acknowledgment: The authors would ... level as interest rates rose during the 1970's and 1980's. Models of interest rates that incorporate mean-reversion ...- 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