Dynamic characteristics of the daily yen-dollar exchange rate
Year of publication: |
2014
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Authors: | Kurita, Takamitsu |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 30.2014, p. 72-82
|
Subject: | Daily yen-dollar exchange rates | Technical trading | GARCH models | Value at Risk | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | US-Dollar | US dollar | Japan | Volatilität | Volatility | Schätzung | Estimation | Yen | Risikomaß | Risk measure |
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