Exchange rate volatility and the mixture of distribution hypothesis
Luc Bauwens; Dagfinn Rime; Genaro Sucarrat
| Year of publication: |
2005
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|---|---|
| Authors: | Bauwens, Luc ; Rime, Dagfinn ; Sucarrat, Genaro |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 30.2005, 4, p. 889-911
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Informationsverbreitung | Information dissemination | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Schätzung | Estimation | Norwegen | Norway |
| 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/10003233824