The time-varying asymmetry of exchange rate returns : a stochastic volatility : stochastic skewness model
Martin Iseringhausen
| Year of publication: |
2020
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|---|---|
| Authors: | Iseringhausen, Martin |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 58.2020, p. 275-292
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| Subject: | Bayesian analysis | Crash risk | Foreign exchange | Time variation | Wechselkurs | Exchange rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Währungsrisiko | Exchange rate risk | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.06.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430700