On oil-US exchange rate volatility relationships : an intradaily analysis
Year of publication: |
[2017]
|
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Authors: | Jawadi, Fredj ; Louhichi, Waël ; Ben Ameur, Hachmi |
Publisher: |
Nanterre : Université de Paris Ouest Nanterre La Défense |
Subject: | Oil price volatility | realised volatility | intradaily jumps | exchange rate | intradaily data | GARCH model | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Ölpreis | Oil price | Schätzung | Estimation | Theorie | Theory | Welt | World |
Extent: | 1 Online-Ressource (circa 27 Seiten) |
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Series: | Document de travail. - Nanterre : [Verlag nicht ermittelbar], ZDB-ID 2817159-7. - Vol. 2017, 11 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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