Modélisation multifractale du taux de change dollar/euro
Jérôme Fillol
| Year of publication: |
2005
|
|---|---|
| Authors: | Fillol, Jérôme |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - 2005, 4, p. 135-150
|
| Subject: | US-Dollar | US dollar | Euro | Wechselkurs | Exchange rate | Monte-Carlo-Simulation | Monte Carlo simulation | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Zsfassung in engl. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003357834