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Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry; Topol, Richard - 1993
Persistent link: https://www.econbiz.de/10000874523
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Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry; Topol, Richard - 1993
Persistent link: https://www.econbiz.de/10000874529
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Non-observable noises as a possible cause of conditional heteroscedasticity : the case of intraday exchange rates
Chauveau, Thierry; Topol, Richard - 1996
Persistent link: https://www.econbiz.de/10000950013