Multivariate stochastic volatility models: an empirical application for foreign exchange rates
Verda Davaslıgil Atmaca
| Year of publication: |
2019
|
|---|---|
| Authors: | Davaslıgil Atmaca, Verda |
| Published in: |
Selected topics in applied econometrics. - Berlin : Peter Lang, ISBN 978-3-631-79568-2. - 2019, p. 175-196
|
| Subject: | Multivariate Stochastic Volatility Models | Foreign Exchange Rate | MCMC | Wechselkurs | Exchange rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Multivariate Analyse | Multivariate analysis | US-Dollar | US dollar | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10012286980