Modeling changes in daily $A exchange rates : an application of GARCH

by Suk-Joong Kim

Year of publication:	1995
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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