The dynamic covariance structure of exchange rate changes : empirical results from a factor GARCH model
by Peter Kugler
| Year of publication: |
1992
|
|---|---|
| Authors: | Kugler, Peter |
| Publisher: |
Bern : Univ., Abt. für Angewandte Mikroökonomie |
| Subject: | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Extent: | 16 S |
|---|---|
| Series: | Diskussionsbeiträge / Volkswirtschaftliches Institut der Universität Bern. - Bern. - Vol. 93-5 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000146757