Modeling exchange rate dependence dynamics at different time horizons
Year of publication: |
2010
|
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Authors: | Dias, Alexandra ; Embrechts, Paul |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 29.2010, 8, p. 1687-1705
|
Subject: | Wechselkurs | Exchange rate | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | US-Dollar | US dollar | Euro | Yen | Welt | World | 2000-2008 |
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