• Media type: E-Book
  • Title: The time-varying asymmetry of exchange rate returns : a stochastic volatility - stochastic skewness model
  • Contributor: Iseringhausen, Martin [Author]
  • Published: Ghent: Ghent University, Faculty of Economics and Business Administration, 2018
  • Published in: Universiteit Gent: Working paper series ; 944
  • Extent: 1 Online-Ressource (circa 33 Seiten); Illustrationen
  • Language: English
  • Keywords: Bayesian analysis ; crash risk ; foreign exchange ; time variation ; Graue Literatur
  • Origination:
  • Footnote:
  • Access State: Open Access