The conditional heteroscedasticity of the yen-dollar exchange rate
Y. K. Tse
| Year of publication: |
1998
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|---|---|
| Authors: | Tse, Yiu Kuen |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 13.1998, 1, p. 49-55
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| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Schätzung | Estimation | Yen | US-Dollar | US dollar | Welt | World |
| 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/10001237949