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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
Persistent link: https://www.econbiz.de/10003645209
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
setting is used to estimate the intra-day trend in the Euro/U.S. Dollar exchange rate. …
Persistent link: https://www.econbiz.de/10011374428
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Currency areas, volatility and intervention
Mundell, Robert A. - In: Journal of policy modeling : JPMOD ; a social science … 22 (2000) 3, pp. 281-299
Persistent link: https://www.econbiz.de/10001500203
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Taux de change, aléas réels et volatilité
Artus, Patrick - 1999
Persistent link: https://www.econbiz.de/10001414633
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Modeling of stochastic volatility to validate IDR anchor currency
Nugroho, Didit B.; Mahatma, Tundjung; Pratomo, Yulius - In: Gadjah Mada international journal of business 20 (2018) 2, pp. 165-185
Persistent link: https://www.econbiz.de/10011982560
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On the historical exchange rates Euro/US Dollar
Vadillo, Fernando - In: Computational economics 48 (2016) 3, pp. 463-472
Persistent link: https://www.econbiz.de/10011712513
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Co-movements in volatility of dependency between US dollar and euro : analysing by conditional heteroscedasticity models
Jamel, Lamia; Mansour, Sihem - In: International journal of management & enterprise … 18 (2019) 1/2, pp. 1-19
Persistent link: https://www.econbiz.de/10012116976
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Some stylised facts about the exchange rate behaviour of Central European currencies
Vejmělek, Jan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 24 (2016) 2, pp. 3-17
Persistent link: https://www.econbiz.de/10011537495
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Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman - In: International journal of economics and financial issues … 11 (2021) 2, pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
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Modelling volatility of the exchange rate of the Naira to major currencies
David, Reuben O.; Dikko, Hussaini G.; Gulumbe, Shehu U. - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-29
The exchange rate between the Naira and other currencies has continued to witness variability with depreciation. This variability makes it difficult to predict returns. Against this background, this paper examines the naira exchange rate vis-a-vis four other currencies. The impact of exogenous...
Persistent link: https://www.econbiz.de/10011661515