Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
1997
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| Schriftenreihe: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
1997,18 |
| Beschreibung: | 25 S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Hafner, Christian M. |d 1967- |e Verfasser |0 (DE-588)115629793 |4 aut | |
| 245 | 1 | 0 | |a Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models |c Christian Hafner |
| 264 | 1 | |a Berlin |c 1997 | |
| 300 | |a 25 S. |b graph. Darst. | ||
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| 490 | 1 | |a Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |v 1997,18 | |
| 810 | 2 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> |t Discussion paper |v 1997,18 |w (DE-604)BV012925295 |9 1997,18 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-021950265 | ||
Datensatz im Suchindex
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| any_adam_object | |
| author | Hafner, Christian M. 1967- |
| author_GND | (DE-588)115629793 |
| author_facet | Hafner, Christian M. 1967- |
| author_role | aut |
| author_sort | Hafner, Christian M. 1967- |
| author_variant | c m h cm cmh |
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| bvnumber | BV026370806 |
| ctrlnum | (OCoLC)916983456 (DE-599)BVBBV026370806 |
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| id | DE-604.BV026370806 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:10:38Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021950265 |
| oclc_num | 916983456 |
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| physical | 25 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
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| series2 | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Hafner, Christian M. 1967- Verfasser (DE-588)115629793 aut Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models Christian Hafner Berlin 1997 25 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 1997,18 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 1997,18 (DE-604)BV012925295 1997,18 |
| spellingShingle | Hafner, Christian M. 1967- Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models |
| title | Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models |
| title_auth | Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models |
| title_exact_search | Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models |
| title_full | Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models Christian Hafner |
| title_fullStr | Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models Christian Hafner |
| title_full_unstemmed | Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models Christian Hafner |
| title_short | Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models |
| title_sort | estimating high frequency foreign exchange rate volatility with nonparametric arch models |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT hafnerchristianm estimatinghighfrequencyforeignexchangeratevolatilitywithnonparametricarchmodels |