The dynamics of exchange rate volatility: a multivariate latent factor ARCH model
| Year of publication: |
1986
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| Authors: | Diebold, Francis X. ; Nerlove, Marc |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Foreign exchange rates | Time-series analysis |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 205 |
| Source: |
Persistent link: https://www.econbiz.de/10005724022