Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar
Year of publication: |
2019
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Authors: | Ayala, Astrid ; Blazsek, Szabolcs |
Published in: |
SERIEs : Journal of the Spanish Economic Association. - Berlin : Springer, ISSN 1869-4195, ZDB-ID 2536381-5. - Vol. 10.2019, 1, p. 65-92
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Subject: | Dynamic Conditional Score (DCS) models | Guatemalan Quetzal (GTQ) to United States Dollar (USD) exchange rate | Stochastic seasonality component | US-Dollar | US dollar | Wechselkurs | Exchange rate | Saisonale Schwankungen | Seasonal variations | Währungssubstitution | Currency substitution | USA | United States | Theorie | Theory | Guatemala | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s13209-018-0186-0 [DOI] hdl:10419/286493 [Handle] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; c58 ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar
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