Long-term asymmetry in the USD-DEM spot exchange rate volatility process
Year of publication: |
2008
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Authors: | Bollen, Bernard |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 4.2008, 4/6, p. 403-407
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Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | ARCH-Modell | ARCH model |
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