Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
Year: 2008
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.1082705
Authors: Charles S. Bos, Siem Jan Koopman, Marius Ooms
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1532860258