Exchange rate volatility and the mixture of distribution hypothesis
Year of publication: |
2005
|
---|---|
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 |
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