Estimating the dynamics of foreign currency volatility
William K. H. Fung ; David A. Hsieh
| Year of publication: |
1993
|
|---|---|
| Authors: | Fung, William |
| Other Persons: | Hsieh, David A. (contributor) |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 10.1993, 3, p. 490-514
|
| Subject: | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | USA | United States | 1985-1989 |
| Extent: | Zahlr. graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Kommentar S. 515 - 517 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001143660