Modeling of stochastic volatility to validate IDR anchor currency
Didit B. Nugroho, Tundjung Mahatma, and Yulius Pratomo
| Year of publication: |
May-August 2018
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| Authors: | Nugroho, Didit B. ; Mahatma, Tundjung ; Pratomo, Yulius |
| Published in: |
Gadjah Mada international journal of business. - Yogyakarta, Indonesia : Faculty of Economics and Business, ISSN 1411-1128, ZDB-ID 2947129-1. - Vol. 20.2018, 2, p. 165-185
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| Subject: | anchor currency | asymmetric | generalized Student-t | stochastic volatility | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | US-Dollar | US dollar | Wechselkurs | Exchange rate | Wechselkurssystem | Exchange rate regime | Schätzung | Estimation |
| 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://ebvufind01.dmz1.zbw.eu/10011982560