Is exchange rate volatility excessive? An ARCH and AR approach
| Year of publication: |
2004
|
|---|---|
| Authors: | Edmonds, Radcliffe G. ; So, Jacky Y.C. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 44.2004, 1, p. 122-154
|