Heterosekdastic modelling of daily foreign exchange rates : with non-normal assumption and day-of-the-week and holiday effects
Year of publication: |
1995
|
---|---|
Authors: | Kam, Simon W. |
Publisher: |
[St. Lucia] : Univ. of Queensland, Dep. of Economics |
Subject: | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | US-Dollar | US dollar | Australien | Australia | Kanada | Canada | Europa | Europe | Japan | Saisonale Schwankungen | Seasonal variations | 1974-1994 |
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