GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America
| Year of publication: |
2007
|
|---|---|
| Authors: | Bonilla, Claudio ; Romero-Meza, Rafael ; Hinich, Melvin |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 39.2007, 19, p. 2529-2534
|