The time-varying asymmetry of exchange rate returns : a stochastic volatility - stochastic skewness model
Martin Iseringhausen
| Year of publication: |
2018
|
|---|---|
| Authors: | Iseringhausen, Martin |
| Publisher: |
Ghent : Ghent University, Faculty of Economics and Business Administration |
| Subject: | Bayesian analysis | crash risk | foreign exchange | time variation | Wechselkurs | Exchange rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Kapitaleinkommen | Capital income |
freely available
| Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
|---|---|
| Series: | Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde. - Gent : [Verlag nicht ermittelbar], ZDB-ID 2623489-0. - Vol. 944 (2018) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012010108