Modeling changes in daily $A exchange rates : an application of GARCH
by Suk-Joong Kim
| Year of publication: |
1995
|
|---|---|
| Authors: | Kim, Suk-Joong |
| Published in: |
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995. - Clayton, Victoria, ISBN 0-7326-0622-5. - 1995, p. 489-526
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| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Zeitreihenanalyse | Time series analysis | Australien | Australia | Welt | World |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001294209