Modeling heteroscedasticity in daily foreign-exchange rates
Year of publication: |
1989
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Authors: | Hsieh, David A. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 7.1989, 3, p. 307-317
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Subject: | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis |
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