Modeling changes in daily $A exchange rates : an application of GARCH
Year of publication: |
1995
|
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Authors: | Kim, Suk-Joong |
Published in: |
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995. - Clayton, Victoria, ISBN 0-7326-0622-5. - 1995, p. 489-526
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Zeitreihenanalyse | Time series analysis | Australien | Australia | Welt | World |
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