An empirical analysis of volatility characteristics of inter-bank offered rate of international financial centers
Maoguo Wu & Xin Luo
| Year of publication: |
October 2016
|
|---|---|
| Authors: | Wu, Maoguo ; Luo, Xin |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 7.2016, 5, p. 176-189
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| Subject: | GARCH Model | VaR Model | inter-bank rate | traits of volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Finanzplatz | Financial centre | Geldmarkt | Money market | Schätzung | Estimation | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5430/ijfr.v7n5p176 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011579867