An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market
Year of publication: |
2012
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Authors: | Iglesias, Emma M. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 44.2012, 34/36, p. 4631-4637
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Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Risikomaß | Risk measure | Ausreißer | Outliers | ARCH-Modell | ARCH model | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | Welt | World | 2002-2007 |
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