Chen, Ying (contributor); Härdle, Wolfgang (contributor); … - 2005
, Germany
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk".
http …: Thisresearchwas supportedbytheDeutscheForschungsgemeinschaft
through the SFB 649 ”Economic Risk”.
1 Introduction
The Value … the coherence in short-run nominal exchange rates: A
multivariate generalized ARCH model, Review of Economics and …