Work

An objective function for simulation based inference on exchange rate data

Year: 2007

Type: article

Source: Journal of Economic Interaction and Coordination

DOI: 10.1007/s11403-007-0020-4

Authors: Peter Winker, Manfred Gilli, Vahidin Jeleskovic

Institutions: Justus-Liebig-Universität Gießen, University of Geneva, Swiss Finance Institute

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2018203351

FWCI: 8.28

Cites: 19

Cited by: 91

Related to: 10