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

ZEW Discussion Paper No. 91-02 // 1991
ZEW Discussion Paper No. 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 No. 91-02, Mannheim.

Authors J. Kähler