The Euro and Pound volatility dynamics : an investigation from conditional jump process
Jer-Yuh Wan; Chung-Wei Kao
| Year of publication: |
2008
|
|---|---|
| Authors: | Wan, Jer-Yuh ; Kao, Chung-Wei |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 22.2008, 2, p. 193-207
|
| Subject: | Euro | Pfund Sterling | Pound Sterling | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Eurozone | Euro area | 1999-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003756659