Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Tim Bollerslev
| Year of publication: |
1990
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|---|---|
| Authors: | Bollerslev, Tim |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 72.1990, 3, p. 498-505
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| Subject: | Devisenmarkt | Foreign exchange market | Theorie | Theory | USA | United States | EU-Staaten | EU countries |
| 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://ebvufind01.dmz1.zbw.eu/10001093160