A utility based comparison of some models of exchange rate volatility
Kenneth D. West ; Hali J. Edison ; Dongchul Cho
| Year of publication: |
1993
|
|---|---|
| Authors: | West, Kenneth D. ; Edison, Hali J. ; Cho, Dongchul |
| Institutions: | Federal Reserve System / Board of Governors (contributor) |
| Publisher: |
Washington, DC : Board of Governors of the Federal Reserve System |
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Nutzen | Utility | Deutschland | Germany | Zeitreihenanalyse | Time series analysis | US-Dollar | US dollar | Großbritannien | United Kingdom | Schätztheorie | Estimation theory |
| Extent: | 36, 11 S |
|---|---|
| Series: | International finance discussion papers. - Washington, DC, ISSN 1073-2500, ZDB-ID 1449509-0. - Vol. 441 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 25 - 26 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000856008