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• Marcio G. P. Garcia
• Marcelo C. Medeiros

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 188.

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Date of creation: 01 Jul 2002
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Handle: RePEc:sce:scecf2:188

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Related research

Keywords: Currency risk; exchange rates; Kalman filter; GARCH model; finance;

Find related papers by JEL classification:
C29 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Other
F31 - International Economics - - International Finance - - - Foreign Exchange
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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This page was last updated on 2009-12-9.