Mean reversion, conditional heteroskedasticity and jumps in the EMS
Peter J. G. Vlaar ; Franz C. Palm
| Year of publication: |
1992
|
|---|---|
| Authors: | Vlaar, Peter J. G. |
| Other Persons: | Palm, Franz C. (contributor) |
| Published in: |
Tinbergen Institute research bulletin. - Amsterdam [u.a.] : TI, ISSN 0924-056X, ZDB-ID 1041076-4. - Vol. 4.1992, 3, p. 221-230
|
| Subject: | Währungsunion | Monetary union | Devisenmarkt | Foreign exchange market | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Kommentar S. 231 - 233 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001137375