Currency instability : regime switching versus volatility clustering
C. Sherman Cheung; Peter Miu
| Year of publication: |
2009
|
|---|---|
| Authors: | Cheung, C. Sherman ; Miu, Peter |
| Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 48.2009, 1, p. 67-81
|
| Subject: | Wechselkurssystem | Exchange rate regime | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Mexiko | Mexico | Chile | Japan |
| 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/10003837810