Asymmetric long memory GARCH : a reply to Hwang's model
Year of publication: |
2003
|
---|---|
Authors: | Ruiz, Esther ; Pérez, Ana |
Other Persons: | Hwang, Y. (reviewed) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 78.2003, 3, p. 415-422
|
Subject: | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Theorie | Theory |
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