Modelling exchange rates: long-run dependence versus conditional heteroscedasticity

Hauser, Michael A. and Kunst, Robert M. and Reschenhofer, Erhard (1994) Modelling exchange rates: long-run dependence versus conditional heteroscedasticity. Applied Financial Economics, 4 (3), pp. 233-239.

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Item Type: Article in Academic Journal
Status: Published
Date Deposited: 20 Jan 2015 10:33
Last Modified: 01 Apr 2016 14:16
URI: http://irihs.ihs.ac.at/id/eprint/2570

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