Volatility and Z-Type Jumps of Euro Exchange Rates Using Outlying Weighted Quarticity Statistics in the 2010s
Year of publication: |
2019
|
---|---|
Authors: | Yi, Chae-Deug |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Euro | Wechselkurs | Exchange rate | EU-Staaten | EU countries | Statistische Methode | Statistical method | Eurozone | Euro area |
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