Exchange Rates and Oil Prices : A Multivariate Stochastic Volatility Analysis
Year of publication: |
2011
|
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Authors: | Vo, Minh |
Other Persons: | Ding, Liang (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Ölpreis | Oil price | Volatilität | Volatility | Wechselkurs | Exchange rate | Schätzung | Estimation | US-Dollar | US dollar | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Japan | Kaufkraftparität | Purchasing power parity |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 23, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1746318 [DOI] |
Classification: | F31 - Foreign Exchange ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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