New approaches of the DCC-GARCH residual : application to foreign exchange rates

Kenichiro Shiraya, Kanji Suzuki, Tomohisa Yamakami

Year of publication:	[2024]
Authors:	Shiraya, Kenichiro ; Suzuki, Kanji ; Yamakami, Tomohisa
Publisher:	[Tokyo] : Center for Advanced Research in Finance
Subject:	ARCH-Modell \| ARCH model \| Wechselkurs \| Exchange rate \| Schätzung \| Estimation \| Theorie \| Theory

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