Conditional heteroscedasticity of exchange rates : further results based on the fractionally integrated approach
Albert K. Tsui and Kin-yip Ho
| Year of publication: |
2004
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|---|---|
| Authors: | Tsui, Albert K. ; Ho, Kin-Yip |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 19.2004, 5, p. 637-642
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| Subject: | Wechselkurs | Exchange rate | Yen | US-Dollar | US dollar | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002342812