Risk-related asymmetries in foreign exchange markets
Giampiero M. Gallo & Barbara Pacini
| Year of publication: |
2000
|
|---|---|
| Authors: | Gallo, Giampiero M. ; Pacini, Barbara |
| Published in: |
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory. - Cambridge : Cambridge University Press, ISBN 0-521-02868-X. - 2000, p. 31-59
|
| Subject: | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Nonlinear econometric modeling in time series analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001532219