A flexible parametric GARCH model with an application to exchange rates
Kai-Li Wang ...
| Year of publication: |
2001
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|---|---|
| Other Persons: | Wang, Kai-li (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 16.2001, 4, p. 521-536
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| Subject: | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of applied econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001601907