Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
| Authors: | Herwartz, H. ; Reimers, H. |
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| Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
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| Type of publication: | Book / Working Paper |
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Persistent link: https://www.econbiz.de/10005796164