Modelling the frequency and severity of extreme exchange rate returns
Ping-Hung Hsieh
| Year of publication: |
2001
|
|---|---|
| Authors: | Hsieh, Ping-hung |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 20.2001, 7, p. 485-499
|
| Subject: | Währungsderivat | Currency derivative | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001626331