Conditional leptokurtosis and non-linear dependence in exchange rate returns
Guglielmo Maria Caporale, Christis Hassapis and Nikitas Pittis
| Year of publication: |
1998
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|---|---|
| Authors: | Caporale, Guglielmo Maria |
| Other Persons: | Hassapis, Christis (contributor) ; Pittis, Nikitas (contributor) |
| Published in: |
Journal of policy modeling : JPMOD ; a social science forum of world issues. - Amsterdam [u.a.] : Elsevier, ISSN 0161-8938, ZDB-ID 435532-5. - Vol. 20.1998, 5, p. 581-601
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| Subject: | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Dänemark | Denmark | Frankreich | France | Niederlande | Netherlands | Schweiz | Switzerland | USA | United States | 1979-1994 |
| 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/10001246740