An objective function for simulation based inference on exchange rate data
Peter Winker; Manfred Gilli; Vahidin Jeleskovic
| Year of publication: |
2007
|
|---|---|
| Authors: | Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin |
| Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 2.2007, 2, p. 125-145
|
| Subject: | Währungsspekulation | Currency speculation | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Simulation | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| 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/10003580911