GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Claudio A. Bonilla, Rafael Romero-Meza and Melvin J. Hinich
| Year of publication: |
2007
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|---|---|
| Authors: | Bonilla, Claudio A. ; Romero-Meza, Rafael ; Hinich, Melvin J. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 39.2007, 19/21, p. 2529-2533
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| Subject: | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Ökonometrisches Modell | Econometric model | Lateinamerika | Latin America |
| 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/10003608191