Analysis of dependence in the G11 countries' financial markets : simulation and empirical evidence
Year of publication: |
2007
|
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Authors: | Silvapulle, Paramsothy ; Azam, Mohammad N. ; Yeasmin, Mahbuba |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 3.2007, 4/6, p. 211-214
|
Subject: | Wechselkurs | Exchange rate | Finanzmarkt | Financial market | Simulation | Welt | World | Volatilität | Volatility | Schätzung | Estimation | Bootstrap-Verfahren | Bootstrap approach |
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