Structural breaks and GARCH models of exchange rate volatility
David E. Rapach and Jack K. Strauss
| Year of publication: |
2008
|
|---|---|
| Authors: | Rapach, David E. ; Strauss, Jack |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 23.2008, 1, p. 65-90
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Strukturbruch | Structural break | US-Dollar | US dollar | Schätzung | Estimation | 1980-2005 |
| 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/10003682842