Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach
| 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 6339414. - Vol. 19.2004, 5, p. 637
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