Heterosekdastic Modelling of Daily Foreign Exchange Rates - With Non-Normal Assumption and Day-of-the-Week and Holiday Effects
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Brisbane
The University of Queensland
1995
|
| Edition: | 1. ed. |
| Series: | Discussion Paper
No. 186 |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: Heterosekdastic Modelling of Daily Foreign Exchange Rates - With Non-Normal Assumption and Day-of-the-Week and Holiday Effects
- Arch-Modeling Managed-Floating Foreign Exchange Rates <The> European Erm Experience
- Real effective exchange rate and the constant elasticity of substitution assumption
- ARCH and GARCH models for daily exchange rate of SKK/USD
- <The> Excess volatility of foreign exchange rates statistical puzzle or theoretical artifact?
- On Exchange Rates
- Applying Economic Restrictions to Foreign Exchange Rate Dynamics Spot Rates, Futures, and Options