Quantitative comparisons on the intrinsic features of foreign exchange rates between the 1920s and the 2010s : case of the USD-GBP exchange rate
Young Wook Han
| Year of publication: |
September 2016
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|---|---|
| Authors: | Han, Young Wook |
| Published in: |
East Asian economic review. - Sejong-si : Korea Institute for International Economic Policy, ISSN 2508-1640, ZDB-ID 2866615-X. - Vol. 20.2016, 3, p. 365-390
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| Subject: | The 1920s | Daily USD-GBP Exchange Rates | Long Memory Volatility Property | Structural Breaks | FIGARCH Model | Adaptive FIGARCH Model | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.11644/KIEP.EAER.2016.20.3.314 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011556212