Conditional correlated jump dynamics in foreign exchange
Year of publication: |
2004
|
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Authors: | Chan, Wing Hong |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 83.2004, 1, p. 23-28
|
Subject: | Devisenmarkt | Foreign exchange market | ARCH-Modell | ARCH model | Volatilität | Volatility | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | Korrelation | Correlation | 1980-2000 |
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