Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates
Year of publication: |
1999
|
---|---|
Authors: | Nakatsuma, Teruo ; Tsurumi, Hiroki |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 6.1999, 1, p. 71-84
|
Subject: | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Theorie | Theory |
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