Filters and GARCH Methods for Nonstationary Sequences and the Effect of New Exchange Rate Regime
Year of publication: |
2010
|
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Authors: | Lee, Jeo |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Wechselkurssystem | Exchange rate regime | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Wechselkurspolitik | Exchange rate policy |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 5, 2005 erstellt Volltext nicht verfügbar |
Classification: | F31 - Foreign Exchange ; F33 - International Monetary Arrangements and Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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