𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Management application of an empirical model of sardine–climate regime shifts

✍ Scribed by Samuel. F. Herrick Jr.; Jerrold. G. Norton; Janet E. Mason; Cindy Bessey


Book ID
108198991
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
339 KB
Volume
31
Category
Article
ISSN
0308-597X

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


An empirical application of stochastic v
✍ Ronald J. Mahieu; Peter C. Schotman 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 335 KB 👁 2 views

This paper studies the empirical performance of stochastic volatility models for twenty years of weekly exchange rate data for four major currencies. We concentrate on the eects of the distribution of the exchange rate innovations for both parameter estimates and for estimates of the latent volatili