Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Richard T. Baillie ...
| Year of publication: |
2004
|
|---|---|
| Authors: | Baillie, Richard ; Cecen, A. A. ; Erkal, Cahit ; Han, Young-Wook |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 14.2004, 5, p. 401-418
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Schweiz | Switzerland | Korrelation | Correlation | 1986 | 1996 |
| 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/10002186598