Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Year of publication: |
1990
|
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Authors: | Bollerslev, Tim |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 72.1990, 3, p. 498-505
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Subject: | Devisenmarkt | Foreign exchange market | Theorie | Theory | USA | United States | EU-Staaten | EU countries |
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