The temporal aggregation effect on the predictability of exchange rate volatility
Keun Yeong Lee
| Year of publication: |
1997
|
|---|---|
| Authors: | Lee, Keun-yeong |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 13.1997, 1, p. 103-126
|
| Subject: | GARCH models | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory |
| 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/10001234810