Modeling heteroscedasticity in daily foreign-exchange rates
David A. Hsieh
| Year of publication: |
1989
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| Authors: | Hsieh, David A. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 7.1989, 3, p. 307-317
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| Subject: | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
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| 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/10001069384