Modelling exchange rate volatility (Q4346484)
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scientific article; zbMATH DE number 1042988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling exchange rate volatility |
scientific article; zbMATH DE number 1042988 |
Statements
Modelling exchange rate volatility (English)
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3 August 1997
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pattern of volatility
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exchange rate markets
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autoregressive models
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random walk hypothesis
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