The message in weekly exchange rates in the European Monetary System : mean reversion, conditional heteroscedasticity, and jumps
Peter J. G. Vlaar and Franz C. Palm
| Year of publication: |
1993
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|---|---|
| Authors: | Vlaar, Peter J. G. |
| Other Persons: | Palm, Franz C. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 11.1993, 3, p. 351-360
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| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Wechselkurs | Exchange rate | Währungsunion | Monetary union | EU-Staaten | EU countries | 1979-1991 |
| 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/10001146825