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~accessRights:"free"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Finance Discipline Group, Business School"
~subject:"ARCH"
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Ekonomiska forskningsinstitutet <Stockholm>
Finance Discipline Group, Business School
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Modelling Yen Futures Return Using Daily Data From IMM and Simex
Bhar, Ram
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Finance Discipline Group, Business School
-
1994
in the return series as a
GARCH
(1, 1) process. The results reject the martingale behaviour in the return but find a …
Persistent link: https://www.econbiz.de/10005073691
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