Poisson jumps and long memory volatility process in high frequency European exchange rates
Young Wook Han
| Year of publication: |
2007
|
|---|---|
| Authors: | Han, Young Wook |
| Published in: |
Seoul journal of economics. - Seoul : Univ., ISSN 1225-0279, ZDB-ID 1084412-0. - Vol. 20.2007, 2, p. 202-222
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Schweizer Franken | Swiss franc | US-Dollar | US dollar | Deutsche Mark | Französischer Franc | French franc | Pfund Sterling | Pound Sterling | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Schätzung | Estimation | 1996 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003499986