Modelling exchange rates : long-run dependence versus conditional heteroscedasticity
Michael A. Hauser, Robert M. Kunst and Erhard Reschenhofer
| Year of publication: |
1994
|
|---|---|
| Authors: | Hauser, Michael A. |
| Other Persons: | Kunst, Robert M. (contributor) ; Reschenhofer, Erhard (contributor) |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 4.1994, 3, p. 233-239
|
| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Schweizer Franken | Swiss franc | 1970-1989 |
| 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/10001164930