The jump behavior of foreign exchange market : analysis of Thai Baht
Jow-Ran Chang; Mao-Wei Hung; Cheng-Few Lee; Hsin-Min Lu
| Year of publication: |
2007
|
|---|---|
| Authors: | Chang, Jow-Ran ; Hung, Mao-Wei ; Lee, Cheng F. ; Lu, Hsin-Min |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 10.2007, 2, p. 265-288
|
| Subject: | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Heteroskedastizität | Heteroscedasticity | Stochastischer Prozess | Stochastic process | Thailand | 1996-2003 |
| 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/10003507283