The dynamics of exchange rate volatility : a multivariate latent factor ARCH model
Francis X. Diebold and Marc Nerlove
| Year of publication: |
1989
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|---|---|
| Authors: | Diebold, Francis X. |
| Other Persons: | Nerlove, Marc L. (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 4.1989, 1, p. 1-21
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| Subject: | Wechselkurs | Exchange rate | USA | United States | Schätztheorie | Estimation theory |
| 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/10001071192