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A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben
;
Mahieu, Ronald J.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
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A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates
Tims, Ben
;
Mahieu, Ronald
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10007283038
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