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Intradaily Exchange Rate Movements

by Dominique M. Guillaume

  • ISBN: 9780792386964
  • ISBN10: 0792386965

Intradaily Exchange Rate Movements

by Dominique M. Guillaume

  • Binding: Hardcover
  • Publisher: Kluwer Academic Pub
  • Publish date: 12/01/1999
  • ISBN: 9780792386964
  • ISBN10: 0792386965
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Description: Preface. Acknowledgements and Copyrights. 1. Typology of FX Models. 2. A Survey of New Stylised Facts. 3. Chaos in the FX markets. 4. Nonlinearities in the FX rates. 5. Intradaily GARCH Processes. 6. Technical Analysis. Bibliography. Index.
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