Volatility dynamics and heterogeneous markets
David G. McMillan and Alan E. H. Speight
| Year of publication: |
2006
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|---|---|
| Authors: | McMillan, David G. ; Speight, Alan E. H. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 11.2006, 2, p. 115-121
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| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model |
| 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/10003322575