Modeling exchange rate dynamics : non-linear dependence and thick tails
Anya McGuirk; John Robertson; Aris Spanos
| Year of publication: |
1993
|
|---|---|
| Authors: | MacGuirk, Anya M. ; Robertson, John C. ; Spanos, Aris |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 12.1993, 1, p. 33-63
|
| Subject: | STAR model | Student's t autoregressive model | Wechselkurstheorie | Exchange rate theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory | 1973-1991 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001141851