The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.
| Year of publication: |
1989
|
|---|---|
| Authors: | Diebold, Francis X ; Nerlove, Marc |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 4.1989, 1, p. 1-21
|
| Publisher: |
John Wiley & Sons, Ltd. |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005582399