The Dynamic Covariance Structure of Exchange Rate Changes: Empirical Results from a Factor GARCH Model
| Year of publication: |
1992-12
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| Authors: | Kugler, Peter |
| Institutions: | Department Volkswirtschaftlehre, Universität Bern |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005515656