Is exchange rate volatility excessive? : An ARCH and AR approach
Radcliffe G. Edmonds; Jacky Y. C. So, Jr.
| Year of publication: |
2004
|
|---|---|
| Authors: | Edmonds, Radcliffe G. ; So, Jacky C. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 44.2004, 1, p. 122-154
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | Japan | Deutschland | Germany | Schweiz | Switzerland | Kanada | Canada | USA | United States | Frankreich | France |
| 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/10001961781