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.

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Item Type: Article in Academic Journal
Status: Published
Date Deposited: 20 Jan 2015 10:33
Last Modified: 16 Jan 2019 15:21
Identification Number or DOI: 10.1080/758526904
ISSN: 0960-3107
URI: https://irihs.ihs.ac.at/id/eprint/2570

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