Modelling volatillity and its implication for European economic integration
Stephen G. Hall
| Year of publication: |
2004
|
|---|---|
| Authors: | Hall, Stephen G. |
| Published in: |
New directions in macromodelling. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-51633-6. - 2004, p. 1-19
|
| Subject: | Volatilität | Volatility | Schock | Shock | Auslandsinvestition | Foreign investment | Währungsrisiko | Exchange rate risk | Europäische Integration | European integration | Eurozone | Euro area | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Schätzung | Estimation | Großbritannien | United Kingdom | Deutschland | Germany | Frankreich | France | Italien | Italy | 1973-1998 |
| 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/10002717301