Empirical modelling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications (Q4781081): Difference between revisions
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Revision as of 00:19, 20 March 2024
scientific article; zbMATH DE number 1833846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical modelling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications |
scientific article; zbMATH DE number 1833846 |
Statements
Empirical modelling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications (English)
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21 November 2002
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foreign exchange market volatilities
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change-point estimation
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IGARCH
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