Modelling the mean and volatility dynamic relationship between the environmental risk or exchange rate volatility surprise and Commodity Research Bureau future price index
Ching-Chun Wei
| Year of publication: |
2017
|
|---|---|
| Authors: | Wei, Ching Chun |
| Published in: |
International journal of sustainable economy. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-5804, ZDB-ID 2476560-0. - Vol. 9.2017, 4, p. 281-299
|
| Subject: | environmental risk | volatility surprise | financial crisis | MGARCH models | Volatilität | Volatility | Wechselkurs | Exchange rate | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Risiko | Risk |
| 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/10011862241