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ARCH model
Anlageverhalten
4
Behavioural finance
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International Relations/Trade
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Theorie
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Devisenmarkt
3
Estimation
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Exchange rate
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Barrett, Christopher B.
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Fawson, Christopher
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Wang, Kai-Li
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Wang, Kai-li
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Journal of applied econometrics
1
Review of quantitative finance and accounting
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ECONIS (ZBW)
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A flexible parametric GARCH model with an application to exchange rates
Wang, Kai-li
(
contributor
)
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 521-536
Persistent link: https://www.econbiz.de/10001601907
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2
An assessment of empirical model performance when financial market transactions are observed at different data frequencies : an application to East Asian exchange rates
Wang, Kai-Li
;
Fawson, Christopher
;
Barrett, Christopher B.
- In:
Review of quantitative finance and accounting
19
(
2002
)
2
,
pp. 111-129
Persistent link: https://www.econbiz.de/10001719971
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