Time-varying dependency and structural changes in currency markets
Chia-Hsun Hsieh and Shian-Chang Huang
| Year of publication: |
2012
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| Authors: | Hsieh, Chia-hsun ; Huang, Shian-chang |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 48.2012, 2, p. 94-127
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| Subject: | conditional copula | currency market | structural break | time series model | time-varying dependency | Devisenmarkt | Foreign exchange market | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Wechselkurs | Exchange rate | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Strukturwandel | Structural change | Volatilität | Volatility | Schätzung | Estimation |
| 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/10009622270