Laopodis, Nikiforos T - In: International Journal of Finance & Economics 7 (2002) 4, pp. 339-53
The paper explores the stochastic behaviour of four EMS (Belgian franc, French franc, Spanish peseta and Italian lira) and non-EMS (Canadian dollar, US dollar, Japanese yen and British pound) Deutschemark exchange rates, using a GARCH-type model along with the generalized error distribution,...