Structural breaks and GARCH models of exchange rate volatility
| Year of publication: |
2008
|
|---|---|
| Authors: | Rapach, David E. ; Strauss, Jack K. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 23.2008, 1, p. 65-90
|