Volatility impulse responses for multivariate GARCH models : an exchange rate illustration
Christian M. Hafner, Helmut Herwartz
| Year of publication: |
2006
|
|---|---|
| Authors: | Hafner, Christian M. ; Herwartz, Helmut |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 25.2006, 5, p. 719-740
|
| Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Wechselkurs | Exchange rate | Theorie | Theory |
| 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/10003404968