Time series modeling of daily log-price ranges for CHF/USD and USD/GBP
Celso Brunetti and Peter M. Lildholdt
| Year of publication: |
2007
|
|---|---|
| Authors: | Brunetti, Celso ; Lildholdt, Peter M. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 15.2007, 2, p. 39-59
|
| Subject: | Wechselkurs | Exchange rate | Schweizer Franken | Swiss franc | US-Dollar | US dollar | Pfund Sterling | Pound Sterling | Volatilität | Volatility | Prognoseverfahren | Forecasting model | USA | United States | 1991-2002 |
| 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/10003673308