Modelling and Forecasting Exchange-Rate Volatility with ARCH-Type Models

ZEW Discussion Paper Nr. 91-02 // 1991
ZEW Discussion Paper Nr. 91-02 // 1991

Modelling and Forecasting Exchange-Rate Volatility with ARCH-Type Models

Kähler, J. (1991), Modelling and Forecasting Exchange-Rate Volatility with ARCH-Type Models, ZEW Discussion Paper Nr. 91-02, Mannheim.

Autoren/-innen J. Kähler