Exchange Rates Have Surprising Volatility

P.L.M. Bossaerts, C. Hafner, W. Haerdle

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationTime Series Analysis, in Memory of Ted Hannan
EditorsP.M. Robinson, M. Rosenblatt
Place of PublicationNew York
PublisherSpringer Verlag
Number of pages18
ISBN (Print)0387947877
Publication statusPublished - 1996

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Bossaerts, P. L. M., Hafner, C., & Haerdle, W. (1996). Exchange Rates Have Surprising Volatility. In P. M. Robinson, & M. Rosenblatt (Eds.), Time Series Analysis, in Memory of Ted Hannan (pp. 55-72). Springer Verlag.