The dynamic covariance structure of exchange rate changes : empirical results from a factor GARCH model
Year of publication: |
1992
|
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Authors: | Kugler, Peter |
Publisher: |
Bern : Univ., Abt. für Angewandte Mikroökonomie |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate |
Extent: | 16 S |
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Series: | Diskussionsbeiträge / Volkswirtschaftliches Institut der Universität Bern. - Bern. - Vol. 93-5 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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