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~institution:"Erasmus University Rotterdam, Econometric Institute"
~subject:"Stochastic volatility"
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Bayesian Tail Risk Forecasting...
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Daily exchange rate behaviour and hedging of currency risk
Bos, C.S.
;
Mahieu, R.J.
;
Dijk, H.K. van
-
Erasmus University Rotterdam, Econometric Institute
-
2000
methods. The effects of several model characteristics (unit roots,
GARCH
, stochastic volatility, heavy tailed disturbance …
Persistent link: https://www.econbiz.de/10008570624
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