Nonlinear exchange rate dynamics and its associated Value-at-Risk
Jen-Chieh Laio; Sheng-Chieh Pan; Po-Chin Wu
| Year of publication: |
2013
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|---|---|
| Authors: | Laio, Jen-chieh ; Pan, Sheng-chieh ; Wu, Po-chin |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 7, p. 705-714
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| Subject: | Nonlinear adjustment | Value at Risk (VaR) | Monetary fundamental | Monte Carlo simulation | Risikomaß | Risk measure | Monte-Carlo-Simulation | Wechselkurs | Exchange rate | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Volatilität | Volatility | Kaufkraftparität | Purchasing power parity | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363138