Exchange Rates Have Surprising Volatility

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

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Time Series Analysis, in Memory of Ted Hannan
Editors	P.M. Robinson, M. Rosenblatt
Place of Publication	New York
Publisher	Springer Verlag
Pages	55-72
Number of pages	18
ISBN (Print)	0387947877
Publication status	Published - 1996

Name
Number	2

Cite this

@inbook{9c4b30dbec05498dadfcc530dec2a26a,

title = "Exchange Rates Have Surprising Volatility",

author = "P.L.M. Bossaerts and C. Hafner and W. Haerdle",

note = "Pagination: 18",

year = "1996",

language = "English",

isbn = "0387947877",

publisher = "Springer Verlag",

number = "2",

pages = "55--72",

editor = "P.M. Robinson and M. Rosenblatt",

booktitle = "Time Series Analysis, in Memory of Ted Hannan",

address = "Germany",

}