Application of an ARCH System Equations of 4 Spot Exchange Rates in Terms of CAD/USD, DKK/USD, CHF/USD and JPY/USD to Check the Conditional Variance, Covariance and Correlation
Year of publication: |
2018
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---|---|
Authors: | Guirguis, Michel |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Korrelation | Correlation | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Volatilität | Volatility | Kapitaleinkommen | Capital income |
Description of contents: |
In this article, we have ...
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