Volatility spillover in foreign exchange markets
Rajni Kant Rajhans, Anuradha Jain
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Rajhans, Rajni Kant ; Jain, Anuradha |
| Published in: |
Paradigm : the journal of Institute of Management Technology. - Ghaziabad : IMT, ISSN 0971-8907, ZDB-ID 1420854-4. - Vol. 19.2015, 2, p. 137-151
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| Subject: | Integration | unit root test | vector decomposition | volatility | Volatilität | Volatility | Einheitswurzeltest | Unit root test | Devisenmarkt | Foreign exchange market | Theorie | Theory | Spillover-Effekt | Spillover effect | Marktintegration | Market integration | Schätzung | Estimation | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0971890715609846 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011761392