GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Year of publication: |
2007
|
---|---|
Authors: | Bonilla, Claudio A. ; Romero-Meza, Rafael ; Hinich, Melvin J. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 39.2007, 19/21, p. 2529-2533
|
Subject: | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Ökonometrisches Modell | Econometric model | Lateinamerika | Latin America |
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