Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Gavin Ooft, Philip Hans Franses, Sailesh Bhaghoe
| Year of publication: |
2023
|
|---|---|
| Authors: | Ooft, Gavin ; Franses, Philip Hans ; Bhaghoe, Sailesh |
| Subject: | autoregressive conditional duration | exchange rate | Wechselkurs | Exchange rate | US-Dollar | US dollar | USA | United States | Theorie | Theory | Schätzung | Estimation | Dauer | Duration | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/rode.13018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014427710