GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America
Year of publication: |
2007
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Authors: | Bonilla, Claudio ; Romero-Meza, Rafael ; Hinich, Melvin |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 39.2007, 19-21, p. 2529-2534
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