Modelling South African currency crises as structural changes in the volatility of the rand
Year of publication: |
2009
|
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Authors: | Duncan, Andrew Stuart ; Liu, Guangling |
Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 77.2009, 3, p. 363-379
|
Subject: | Währungskrise | Currency crisis | Volatilität | Volatility | ARCH-Modell | ARCH model | Südafrika | South Africa |
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