Work

Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

Year: 1998

Type: book

Source: Contributions to economics

DOI: 10.1007/978-3-662-12605-9

Author: Christian M. Hafner

Institution: 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: closed

OpenAlex ID: W1829356178

FWCI: 1.854

Cites:

Cited by: 46

Related to: 10