GARCH-based versus traditional measures of exchange-rate volatility : evidence from Korean industry trade
Year of publication: |
2016
|
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Authors: | Bahmani-Oskooee, Mohsen ; Baek, Jungho ; Hegerty, Scott W. |
Published in: |
International journal of trade and global markets. - Olney : Inderscience, ISSN 1742-7541, ZDB-ID 2444196-X. - Vol. 9.2016, 2, p. 103-136
|
Subject: | exchange-rate volatility | industry data | Korea | the USA | GARCH | USA | United States | Volatilität | Volatility | Südkorea | South Korea | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model |
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