Showing 1 - 10 of 1,167
Persistent link: https://www.econbiz.de/10001255597
Persistent link: https://www.econbiz.de/10003593216
Persistent link: https://www.econbiz.de/10012704749
Persistent link: https://www.econbiz.de/10010411157
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and … indices and foreign exchange rates. -- Stochastic volatility ; Markov chain Monte Carlo ; Metropolis-Hastings algorithm Jump …
Persistent link: https://www.econbiz.de/10003770817
Persistent link: https://www.econbiz.de/10003555573
Recent theoretical developments in exchange rate economics have led to important new insights into the functioning of the foreign exchange market. The simple models of the 1970s, which could not withstand empirical evaluation, have been succeeded by more complex models that draw on theoretical...
Persistent link: https://www.econbiz.de/10013481744
Persistent link: https://www.econbiz.de/10010391842
Persistent link: https://www.econbiz.de/10001597203
Persistent link: https://www.econbiz.de/10010481312