Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2005
Analysis
Ying Chen* **
Wolfgang Härdle*
Vladimir Spokoiny* **
* CASE - Center for Applied Statistics and Economics … Spokoiny1,2
1 CASE - Center for Applied Statistics and Economics
Humboldt-Universit¨at zu Berlin
Wirtschaftswissenschaftliche … the coherence in short-run nominal exchange rates: A
multivariate generalized ARCH model, Review of Economics and …