Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 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 …