Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Gavin Ooft, Philip Hans Franses, Sailesh Bhaghoe
| Year of publication: |
2023
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|---|---|
| Authors: | Ooft, Gavin ; Franses, Philip Hans ; Bhaghoe, Sailesh |
| Published in: |
Review of development economics : an essential resource for any development economist. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9361, ZDB-ID 2006400-7. - Vol. 27.2023, 4, p. 2618-2637
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| Subject: | autoregressive conditional duration | exchange rate | USA | United States | Wechselkurs | Exchange rate | Dauer | Duration | US-Dollar | US dollar | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Schätzung | Estimation | ARCH-Modell | ARCH model | Deutschland | Germany |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/rode.13018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014427710