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GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A.
;
Romero-Meza, Rafael
;
Hinich, Melvin J.
- In:
Applied economics
39
(
2007
)
19/21
,
pp. 2529-2533
Persistent link: https://www.econbiz.de/10003608191
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2
Intraday patterns in exchange rate of return of the Chilean peso : new evidence for day-off-the-week effect
Romero-Meza, Rafael
;
Bonilla, Claudio A.
;
Hinich, Melvin J.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 42-58
Persistent link: https://www.econbiz.de/10003981210
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