A range-based multivariate model for exchange rate volatility

Ben Tims ...

Year of publication:	Mar. 2003 ; [Elektronische Ressource]
Other Persons:	Tims, Ben (contributor) ; Mahieu, Ronald J. (contributor)
Institutions:	Erasmus Research Institute of Management (contributor)
Publisher:	Rotterdam : ERIM
Subject:	Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Multivariate Analyse \| Multivariate analysis \| Wechselkurs \| Exchange rate \| US-Dollar \| US dollar \| Theorie \| Theory \| Großbritannien \| United Kingdom \| Japan \| EU-Staaten \| EU countries \| Zustandsraummodell \| State space model \| 1989-2003

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001765941

A service of the