Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models
| Year of publication: |
1997
|
|---|---|
| Authors: | Hafner, C. |
| Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 1997,18 |
| Source: |
Persistent link: https://www.econbiz.de/10010601879