Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Reference23 articles.
1. ‘Non-constant Variance and Foreign Exchange Risk: An Empirical Study’;Attanasio;Centre for Economics,1987
2. ‘Generalized Autoregressive Conditional Heteroskedasticity’;Bollerslev;Journal of Econometrics,1986
3. ‘Tests of International CAPM with Time-Varying Covariances’;Engel;Journal of Applied Econometrics,1989
4. ‘Modelling the Persistence of Conditional Variance’;Engle;Econometric Review,1986
5. ‘In Search of the Exchange Risk Premium: A Six-currency Test Assuming Mean Variance Optimization’;Frankel;Journal of International Money and Finance,1982
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献