Which random walk best portrays the dynamics of the Japanese yen
Year of publication: |
2014
|
---|---|
Authors: | Kung, James J. ; Wu, E-Ching |
Published in: |
Australian economic papers. - Richmond, Vic. : Wiley-Blackwell, ISSN 0004-900X, ZDB-ID 207583-0. - Vol. 53.2014, 3/4, p. 153-169
|
Subject: | Wechselkurs | Exchange rate | Yen | Random Walk | Random walk | ARCH-Modell | ARCH model | Japan | 1991-2010 |
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