The message in daily exchange rates : a conditional-variance tale
Richard T. Baillie ; Tim Bollerslev
| Year of publication: |
1989
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|---|---|
| Authors: | Baillie, Richard |
| Other Persons: | Bollerslev, Tim (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 7.1989, 3, p. 297-305
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| Subject: | GARCH | Generalized Autoregression Conditional Heteroscedasticity | Wechselkurs | Exchange rate | USA | United States | 1980-1985 |
| 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/10001069396