Time Series Modelling of Daily Log-Price Ranges for Sf/Usd and Usd/Gbp
Year of publication: |
2002
|
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Authors: | Brunetti, Celso ; Lildholdt, Peter M. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Wechselkurs | Exchange rate | Schweiz | Switzerland | Großbritannien | United Kingdom | Pfund Sterling | Pound Sterling | Schweizer Franken | Swiss franc | US-Dollar | US dollar |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 29, 2002 erstellt |
Other identifiers: | 10.2139/ssrn.319302 [DOI] |
Classification: | C22 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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