Modelling exchange rates: long-run dependence versus conditional heteroscedasticity

Hauser, Michael A.; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 and Reschenhofer, Erhard (1994) Modelling exchange rates: long-run dependence versus conditional heteroscedasticity. Applied Financial Economics, 4 (3), pp. 233-239. https://doi.org/10.1080/758526904

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Item Type:	Article in Academic Journal
Former Research Units:	Divisions > All Research Groups > Old Former Research Groups > Former Departments (until 2015) > Department of Economics and Finance > Academic Research
Date Deposited:	20 Jan 2015 10:33
Last Modified:	11 Feb 2025 03:45
DOI:	10.1080/758526904
ISSN:	0960-3107
URI:	https://irihs.ihs.ac.at/id/eprint/2570

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