A range-based multivariate stochastic volatility model for exchange rates
Ben Tims; Ronald Mahieu
| Year of publication: |
2006
|
|---|---|
| Authors: | Tims, Ben ; Mahieu, Ronald J. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 25.2006, 2/3, p. 409-424
|
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003355802