Seasonal processes in the Euro-US Dollar daily exchange rate
Year of publication: |
2014
|
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Authors: | Cellini, Roberto ; Cuccia, Tiziana |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 1/3, p. 161-174
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Subject: | exchange rate | seasonality | day effect | month effect | conditional heteroscedasticity | Wechselkurs | Exchange rate | Saisonale Schwankungen | Seasonal variations | US-Dollar | US dollar | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | USA | United States | Heteroskedastizität | Heteroscedasticity | Zeit | Time | Saisonkomponente | Seasonal component |
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