Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: structural shifts in GARCH-models and their implications
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Sonderforschungsbereich 373
2001
|
| Schriftenreihe: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83 |
| Beschreibung: | Literaturverz. S. 18 - 21 |
| Beschreibung: | 30 S. graph. Darst. : 21 cm |
Internformat
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| 245 | 1 | 0 | |a Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate |b structural shifts in GARCH-models and their implications |c Helmut Herwartz ; Hans-Eggert Reimers. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse ; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| 264 | 1 | |a Berlin |b Sonderforschungsbereich 373 |c 2001 | |
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| 490 | 1 | |a Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse |v 83 | |
| 500 | |a Literaturverz. S. 18 - 21 | ||
| 700 | 1 | |a Reimers, Hans-Eggert |e Verfasser |4 aut | |
| 810 | 2 | |a Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse |t Discussion paper |v 83 |w (DE-604)BV012925295 |9 83 | |
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Datensatz im Suchindex
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| author | Herwartz, Helmut Reimers, Hans-Eggert |
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| building | Verbundindex |
| bvnumber | BV014087987 |
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| id | DE-604.BV014087987 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:57:26Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009650184 |
| oclc_num | 76352404 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-11 |
| owner_facet | DE-473 DE-BY-UBG DE-11 |
| physical | 30 S. graph. Darst. : 21 cm |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Sonderforschungsbereich 373 |
| record_format | marc |
| series2 | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Herwartz, Helmut Verfasser aut Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate structural shifts in GARCH-models and their implications Helmut Herwartz ; Hans-Eggert Reimers. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse ; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät Berlin Sonderforschungsbereich 373 2001 30 S. graph. Darst. : 21 cm txt rdacontent n rdamedia nc rdacarrier Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 83 Literaturverz. S. 18 - 21 Reimers, Hans-Eggert Verfasser aut Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse Discussion paper 83 (DE-604)BV012925295 83 |
| spellingShingle | Herwartz, Helmut Reimers, Hans-Eggert Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate structural shifts in GARCH-models and their implications |
| title | Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate structural shifts in GARCH-models and their implications |
| title_auth | Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate structural shifts in GARCH-models and their implications |
| title_exact_search | Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate structural shifts in GARCH-models and their implications |
| title_full | Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate structural shifts in GARCH-models and their implications Helmut Herwartz ; Hans-Eggert Reimers. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse ; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_fullStr | Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate structural shifts in GARCH-models and their implications Helmut Herwartz ; Hans-Eggert Reimers. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse ; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_full_unstemmed | Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate structural shifts in GARCH-models and their implications Helmut Herwartz ; Hans-Eggert Reimers. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse ; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_short | Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate |
| title_sort | empirical modeling of the dem usd and dem jpy foreign exchange rate structural shifts in garch models and their implications |
| title_sub | structural shifts in GARCH-models and their implications |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT herwartzhelmut empiricalmodelingofthedemusdanddemjpyforeignexchangeratestructuralshiftsingarchmodelsandtheirimplications AT reimershanseggert empiricalmodelingofthedemusdanddemjpyforeignexchangeratestructuralshiftsingarchmodelsandtheirimplications |