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
Pages55-72
Number of pages18
ISBN (Print)0387947877
Publication statusPublished - 1996

Publication series

Name
Number2

Cite this

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). New York: Springer Verlag.
Bossaerts, P.L.M. ; Hafner, C. ; Haerdle, W. / Exchange Rates Have Surprising Volatility. Time Series Analysis, in Memory of Ted Hannan. editor / P.M. Robinson ; M. Rosenblatt. New York : Springer Verlag, 1996. pp. 55-72
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Bossaerts, PLM, Hafner, C & Haerdle, W 1996, Exchange Rates Have Surprising Volatility. in PM Robinson & M Rosenblatt (eds), Time Series Analysis, in Memory of Ted Hannan. Springer Verlag, New York, pp. 55-72.

Exchange Rates Have Surprising Volatility. / Bossaerts, P.L.M.; Hafner, C.; Haerdle, W.

Time Series Analysis, in Memory of Ted Hannan. ed. / P.M. Robinson; M. Rosenblatt. New York : Springer Verlag, 1996. p. 55-72.

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

TY - CHAP

T1 - Exchange Rates Have Surprising Volatility

AU - Bossaerts, P.L.M.

AU - Hafner, C.

AU - Haerdle, W.

N1 - Pagination: 18

PY - 1996

Y1 - 1996

M3 - Chapter

SN - 0387947877

SP - 55

EP - 72

BT - Time Series Analysis, in Memory of Ted Hannan

A2 - Robinson, P.M.

A2 - Rosenblatt, M.

PB - Springer Verlag

CY - New York

ER -

Bossaerts PLM, Hafner C, Haerdle W. Exchange Rates Have Surprising Volatility. In Robinson PM, Rosenblatt M, editors, Time Series Analysis, in Memory of Ted Hannan. New York: Springer Verlag. 1996. p. 55-72