Change in volatility in the won/U.S. Dollar daily exchange rate: Stochastic volatility model (Q1000505)

From MaRDI portal
Revision as of 20:41, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Change in volatility in the won/U.S. Dollar daily exchange rate: Stochastic volatility model
scientific article

    Statements

    title
    Change in volatility in the won/U.S. Dollar daily exchange rate: Stochastic volatility model (English)
    0 references
    author
    Jin Soo Lee
    0 references
    publication date
    6 February 2009
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B74
    0 references
    91B84
    0 references
    91B28
    0 references
    zbMATH DE Number
    5503504
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1000505&oldid=12991375"
    Powered by MediaWiki