Modelling exchange rates : long-run dependence versus conditional heteroscedasticity
Year of publication: |
1994
|
---|---|
Authors: | Hauser, Michael A. |
Other Persons: | Kunst, Robert M. (contributor) ; Reschenhofer, Erhard (contributor) |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 4.1994, 3, p. 233-239
|
Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Schweizer Franken | Swiss franc | 1970-1989 |
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