Long memory in currency futures volatility
Ching-fan Chung; Mao-wei Hung and Yu-hong Liu
| Year of publication: |
2003
|
|---|---|
| Authors: | Chung, Ching-fan ; Hung, Mao-Wei ; Liu, Yu-hong |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 20.2003, p. 139-158
|
| Subject: | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Hedging | Schätzung | Estimation | USA | United States |
| 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/10001903435