SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Jumps and time-varying correlations in daily foreign exchange rates · Study

ArticleShelves

ArticleJumps and time-varying correlations in daily foreign exchange rates

Kook‐Hyun Chang2001

Article2001

Jumps and time-varying correlations in daily foreign exchange rates

Kook‐Hyun Chang · Myung-Jig Kim

38 citations·0/0 files stored·Journal of International Money and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 38 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1995Multivariate Simultaneous Generalized ARCH 1992ARCH modeling in finance 1990Forecasting, Structural Time Series Models and the Kalman Filter 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1988A Capital Asset Pricing Model with Time-Varying Covariances

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2006Chapter 15 Volatility and Correlation Forecastingchapter · 17 shared references 19967 GARCH models of volatilitychapter · 16 shared references 2006VOLATILITY AND CORRELATION FORECASTINGarticle · 16 shared references 2005Volatility Forecastingreport · 15 shared references 2002Parametric and Nonparametric Volatility Measurementpreprint · 14 shared references 2005Volatility Transmission Models: A Surveypreprint · 14 shared references

Details

Year2001

Typearticle

Published2001-10-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations38

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/s0261-5606(01)00007-9

openalex_workW2004676977

Links

Imported from OpenAlex (CC0) — nothing here is generated.