Asymmetric Volatility of Exchange Rate Returns under the EMS: Some Evidence from Quantile Regression Approach for TGARCH Models
| Year of publication: |
2002
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|---|---|
| Authors: | Park, Beum-Jo |
| Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 9028663. - Vol. 16.2002, 1, p. 105-126
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