Econometric modeling of exchange rate volatility and jumps
Deniz Erdemlioglu, Sébastien Laurent and Christopher J. Neely
| Year of publication: |
2013
|
|---|---|
| Authors: | Erdemlioglu, Deniz ; Laurent, Sébastien ; Neely, Christopher J. |
| Published in: |
Handbook of research methods and applications in empirical finance. - Cheltenham, UK : Edward Elgar, ISBN 978-1-78254-017-5. - 2013, p. 373-427
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory | ARCH-Modell | ARCH model | Makroökonometrie | Macroeconometrics | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897548