Conditional correlated jump dynamics in foreign exchange
Year of publication: |
2004
|
---|---|
Authors: | Chan, Wing H. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 83.2004, 1, p. 23-28
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Do derivative markets contain useful information for signaling “hot money” flows?
Fung, Joseph K. W., (2010)
-
Forecasting volatility : roles of sampling frequency and forecasting horizon
Chan, Wing Hong, (2010)
-
Jumping hedges : an examination of movements in copper spot and futures markets
Chan, Wing Hong, (2006)
- More ...