Jumps and time-varying correlations in daily foreign exchange rates
Kook-Hyun Chang; Myung-Jig Kim
| Year of publication: |
2001
|
|---|---|
| Authors: | Chang, Kook-hyun ; Kim, Myung-jig |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 20.2001, 5, p. 611-637
|
| Subject: | Europäisches Währungssystem | European Monetary System | Währungskrise | Currency crisis | ARCH-Modell | ARCH model | Volatilität | Volatility | EU-Staaten | EU countries | Korrelation | Correlation | Risikomaß | Risk measure | 1992-1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 635 - 637 In: Journal of international money and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001612879