Conditional leptokurtosis and non-linear dependence in exchange rate returns
Guglielmo Maria Caporale ; Christis Hassapis ; Nikitas Pittis
| Year of publication: |
1994
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Hassapis, Christis ; Pittis, Nikitas |
| Publisher: |
London |
| Subject: | Wechselkurs | Exchange rate | Deutschland | Germany | Schätzung | Estimation | Volatilität | Volatility | Kapitaleinkommen | Capital income |
| Extent: | 17 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000897287