Work

Foreign Exchange Rates Have Surprising Volatility

Year: 1996

Type: book-chapter

Source: Lecture notes in statistics

DOI: 10.1007/978-1-4612-2412-9_5

Authors: Peter Bossaerts, Wolfgang Härdle, Christian Hafner

Institutions: Tilburg University, Humboldt-Universität zu Berlin

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1572004123

FWCI: 12.63

Cites: 29

Cited by: 24

Related to: 10