The dynamics of exchange rate volatility: a multivariate latent factor ARCH model
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Other versions of this item:
- Diebold, Francis X & Nerlove, Marc, 1989. "The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(1), pages 1-21, Jan.-Mar..
More about this item
KeywordsForeign exchange rates; time series analysis;
StatisticsAccess and download statistics
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