High frequency Deutsche Mark- US dollar returns : FIGARCH representations and non linearities
Richard T. Baillie; Aydin A. Cecen; Young-wook Han
| Year of publication: |
2000
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|---|---|
| Authors: | Baillie, Richard ; Cecen, Aydin A. ; Han, Young-wook |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 4.2000, 3/4, p. 247-267
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| Subject: | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States | Deutschland | Germany |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Multinational finance journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001636386