Using monthly returns to model conditional heteroscedasticity
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/0003684021000088536
Reference16 articles.
1. The Message in Daily Exchange Rates: A Conditional-Variance Tale
2. Testing for non-linearity in daily sterling exchange rates
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