Modelling exchange rates volatility with multivariate long-memory ARCH processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Humboldt-Univ.
1999
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| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
99,5 |
| Beschreibung: | 16 S. |
Internformat
MARC
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Datensatz im Suchindex
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| author | Teyssière, Gilles |
| author_facet | Teyssière, Gilles |
| author_role | aut |
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| bvnumber | BV024992460 |
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| id | DE-604.BV024992460 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:25:12Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-019657703 |
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| physical | 16 S. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
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| publisher | Humboldt-Univ. |
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| series2 | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Teyssière, Gilles Verfasser aut Modelling exchange rates volatility with multivariate long-memory ARCH processes Gilles Teyssiere Berlin Humboldt-Univ. 1999 16 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 99,5 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 99,5 (DE-604)BV012925295 99,5 |
| spellingShingle | Teyssière, Gilles Modelling exchange rates volatility with multivariate long-memory ARCH processes |
| title | Modelling exchange rates volatility with multivariate long-memory ARCH processes |
| title_auth | Modelling exchange rates volatility with multivariate long-memory ARCH processes |
| title_exact_search | Modelling exchange rates volatility with multivariate long-memory ARCH processes |
| title_full | Modelling exchange rates volatility with multivariate long-memory ARCH processes Gilles Teyssiere |
| title_fullStr | Modelling exchange rates volatility with multivariate long-memory ARCH processes Gilles Teyssiere |
| title_full_unstemmed | Modelling exchange rates volatility with multivariate long-memory ARCH processes Gilles Teyssiere |
| title_short | Modelling exchange rates volatility with multivariate long-memory ARCH processes |
| title_sort | modelling exchange rates volatility with multivariate long memory arch processes |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT teyssieregilles modellingexchangeratesvolatilitywithmultivariatelongmemoryarchprocesses |