Robustness and exchange rate volatility
Year of publication: |
2013
|
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Authors: | Djeutem, Edouard ; Kasa, Kenneth |
Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 91.2013, 1, p. 27-39
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Subject: | Volatility | Robustness | Exchange rates | Volatilität | Wechselkurs | Exchange rate | Robustes Verfahren | Robust statistics | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation |
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