Modelling exchange rates: long-run dependence versus conditional heteroscedasticity
Year of publication: |
1994
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Authors: | Hauser, M.A. ; Kunst, R.M. ; Reschenhofer, E. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 4.1994, 3, p. 233-240
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