Stock prices and ZAR/USD exchange rates : a quantile autoregressive distributed lag approach
Tzu-Kuang Hsu
| Year of publication: |
2018
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|---|---|
| Authors: | Hsu, Tzu-Kuang |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 10, p. 1195-1202
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| Subject: | A Quantile Autoregressive Distributed Lag Model | Exchange Rates | South Africa | Stock Prices | Wechselkurs | Exchange rate | Börsenkurs | Share price | Südafrika | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Lag-Modell | Lag model | Theorie | Theory | Volatilität | Volatility |
| 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://ebvufind01.dmz1.zbw.eu/10012006802