Common Volatility Trends among Central and Eastern European Currencies
Year of publication: |
2008-07
|
---|---|
Authors: | Odangiu, Andreea |
Institutions: | Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti |
Subject: | Common Volatility Trends | Component GARCH |
Extent: | application/pdf |
---|---|
Series: | Advances in Economic and Financial Research - DOFIN Working Paper Series. - ISSN 1844-6612. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 12 |
Source: |
-
An information diffusion-based model of oil futures price
Li, Ziran, (2013)
-
Relative efficiency of component GARCH-EVT approach in managing intraday market risk
Paul, Samit, (2017)
-
Capital market openness and volatility : an investigation of five Sub-Saharan treasury bill rates
Charteris, Ailie Heather, (2016)
- More ...
-
Fiscal discipline and economic growth – the case of Romania
Dumitru, Ionut, (2011)
-
Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach
Cozmanca, Bogdan, (2009)
-
A Robust Assessment of the Romanian Business Cycle
Altar, Moisa, (2009)
- More ...