The dynamic covariance structure of exchange rate changes : empirical results from a factor GARCH model
by Peter Kugler
| Year of publication: |
1992
|
|---|---|
| Authors: | Kugler, Peter |
| Publisher: |
Bern |
| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 16 S |
|---|---|
| Series: | Diskussionsbeiträge / Volkswirtschaftliches Institut Bern, Abteilung für Angewandte Mikroökonomie. - Bern : Volkswirtschaftliches Inst., ZDB-ID 1389210-1. |
| 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 |
Persistent link: https://www.econbiz.de/10000856746