Forecasting exchange rate volatility using autoregressive random variance model
| Year of publication: |
1999
|
|---|---|
| Authors: | So, M.K.P. ; Lam, K. ; Li, W.K. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 9.1999, 6, p. 583-592
|