Generalized asymmetric power ARCH modelling of exchange rate volatility
| Year of publication: |
2002
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|---|---|
| Authors: | Mckenzie, Michael ; Mitchell, Heather |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 12.2002, 8, p. 555-564
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