Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions
| Year of publication: |
2012
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|---|---|
| Authors: | Chen, Ho-Chyuan ; Chang, Kuang-Liang ; Yu, Shih-Ti |
| Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ, ISSN 0922-1425, ZDB-ID 6495813. - Vol. 24.2012, 4, p. 274-282
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