Showing 1 - 10 of 30
Persistent link: https://www.econbiz.de/10001157487
Persistent link: https://www.econbiz.de/10001437550
Persistent link: https://www.econbiz.de/10001243554
Persistent link: https://www.econbiz.de/10000634133
This paper proposes a robust estimation procedure, the bounded influence estimate (BIE), that is robust against departure from the conditional normality of the autoregressive conditional heteroskedasticity (ARCH) models to describe the behavior of exchange rates. First, the BIE identifies the...
Persistent link: https://www.econbiz.de/10014183528
Persistent link: https://www.econbiz.de/10010347023
Persistent link: https://www.econbiz.de/10011687505
Persistent link: https://www.econbiz.de/10011598096
Persistent link: https://www.econbiz.de/10011794682
Persistent link: https://www.econbiz.de/10011818347