Randomized unit root processes for modelling and forecasting financial time series
Subtitle: theory and applications
By: Stephen J. Leybourne, Brendan P. M. McCabe, Terence C. Mills.
Contributors: McCabe, Brendan P. M.; Mills, Terence C.
Series: Economics research paper / Loughborough University of Technology. Department of Economics -- no.95/16; Economics research paper (Loughborough University of Technology. Department of Economics) -- no.95/16.
Publisher: Loughborough University of Technology, Department of Economics
Published: 1995
Place of publication: Loughborough
Language: eng