This is the archive for NEP-IFN, a report on new working papers in the area of International Finance. Yi-Nung Yang issued this report. It is usually issued weekly.
Item repec:wop:kieliw:1143 is not listed on IDEAS anymore
Tims, B. & Mahieu, R.J., 2003.
"A Range-Based Multivariate Model for Exchange Rate Volatility,"
Research Paper
ERS-2003-022-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]