Co-Movements in Volatility of Dependency between US Dollar and Euro : Analyzing by Conditional Heteroscedasticity Models
Year of publication: |
2017
|
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Authors: | Derbali, Abdelkader |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | US-Dollar | US dollar | Euro | Heteroskedastizität | Heteroscedasticity | Währungssubstitution | Currency substitution | EU-Staaten | EU countries |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 28, 2017 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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