Generalized asymmetric power ARCH modelling of exchange rate volatility
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/09603100010012999
Reference54 articles.
1. The effects of exchange rate volatility on exports
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4. Fractionally integrated generalized autoregressive conditional heteroskedasticity
5. ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
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