Stochastic volatility and the distribution of exchange rate news
Year of publication: |
1994
|
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Authors: | Mahieu, Ronald J. ; Schotman, Peter C. |
Publisher: |
Minneapolis, Minn. : Inst. for Empirical Macroecon. |
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory | Ankündigungseffekt | Announcement effect | Deutschland | Germany | Stochastischer Prozess | Stochastic process |
Extent: | 33 Bl. : graph. Darst |
---|---|
Series: | Discussion paper / Institute for Empirical Macroeconomics. - Minneapolis, Minn., ZDB-ID 2611545-1. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. Bl. 31 - 33 |
Source: | ECONIS - Online Catalogue of the ZBW |
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