Comovement of exchange rates : a wavelet analysis
Year of publication: |
2016
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Authors: | Andrieş, Alin Marius ; Ihnatov, Iulian ; Tiwari, Aviral Kumar |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 1/3, p. 574-588
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Subject: | exchange rate | co-movements | wavelet analysis | Zustandsraummodell | State space model | Wechselkurs | Exchange rate | Schätzung | Estimation | Korrelation | Correlation | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Deutschland | Germany |
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