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). Springer Verlag.