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Modelling Changes in Daily $A Exchange Rates: An Application of GARCH.

Year of publication:
1995
Authors: Kim, S.J.
Institutions: School of Economics, Faculty of Arts and Social Sciences
Subject: EXCHANGE RATE | ECONOMIC MODELS
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Series:
Sydney - Department of Economics.
Type of publication: Book / Working Paper
Notes:
47 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005474755
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