Modeling exchange rate dependence dynamics at different time horizons
Year of publication: |
2010
|
---|---|
Authors: | Dias, Alexandra ; Embrechts, Paul |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 29.2010, 8, p. 1687-1706
|
Saved in:
Saved in favorites
Similar items by person
-
Modeling exchange rate dependence dynamics at different time horizons
Dias, Alexandra, (2010)
-
Testing for structural changes in exchange rates' dependence beyond linear correlation
Dias, Alexandra, (2009)
-
Modeling exchange rate dependence dynamics at different time horizons
Dias, Alexandra, (2010)
- More ...