Title of article
Jumps and time-varying correlations in daily foreign exchange rates
Author/Authors
Kook-Hyun Chang، نويسنده , , Myung-Jig Kim، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
27
From page
611
To page
637
Keywords
value at risk , Volatility , EMS crisis , Foreign exchange rate , Correlation forecasts , Latent factor model , MultivariateGARCH
Journal title
Journal of International Money and Finance
Serial Year
2001
Journal title
Journal of International Money and Finance
Record number
191299
Link To Document