Generalized asymmetric power ARCH modelling of exchange...

Generalized asymmetric power ARCH modelling of exchange rate volatility

McKenzie, Michael, Mitchell, Heather
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Volume:
12
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603100010012999
Date:
August, 2002
File:
PDF, 4.31 MB
english, 2002
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