Variances and conditional correlations of EMS exchange rates : an analysis with a multivariate GARCH model
Fabio Fornari
| Year of publication: |
1991
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|---|---|
| Authors: | Fornari, Fabio |
| Published in: |
Journal of foreign exchange and international finance : JFEIF. - Pune, ISSN 0970-3632, ZDB-ID 1131146-0. - Vol. 5.1991, 2, p. 114-130
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| Subject: | Währungsunion | Monetary union | EU-Staaten | EU countries | Schätztheorie | Estimation theory | Wirtschaftsmodell | Economic model | Theorie | Theory | 1973-1990 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001129339