Conditional volatility and distribution of exchange rates : GARCH and FIGARCH models with NIG distribution
Rehim Kilic
| Year of publication: |
2007
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|---|---|
| Authors: | Kiliç, Rehim |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 11.2007, 3, p. 1-31
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| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1430 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009513025