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2005-10-17Buch DOI: 10.18452/3640
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
dc.contributor.authorHerwartz, Helmut
dc.contributor.authorReimers, Hans-Eggert
dc.date.accessioned2017-06-15T21:38:57Z
dc.date.available2017-06-15T21:38:57Z
dc.date.created2005-10-17
dc.date.issued2005-10-17
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4292
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectGARCHeng
dc.subjectForeign exchange market volatilityeng
dc.subjectStructural stabilityeng
dc.subject.ddc330 Wirtschaft
dc.titleEmpirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10050602
dc.identifier.doihttp://dx.doi.org/10.18452/3640
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages30
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2001
local.edoc.container-issue83
local.edoc.container-year2001
local.edoc.container-erstkatid2135319-0

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