Stochastic Volatility Models for Exchange Rates and Their Estimation Using Quasi-Maximum-Likelihood Methods: an Application to the South African Rand

AuthID
 P-005-2P0
2
Author(s)
Document Type
Article
Year published
2013
Published
in JOURNAL OF APPLIED STATISTICS, ISSN: 0266-4763
Volume: 40, Issue: 3, Pages: 495-507 (13)
Indexing
Wos®
Scopus®
Crossref®
Google Scholar®
Publication Identifiers
SCOPUS: 2-s2.0-84873092310
Wos: WOS:000317837200003
Source Identifiers
ISSN: 0266-4763
Export Publication Metadata
Marked List
 Add to Marked List
Info
At this moment we don't have any links to full text documens.

A place for researchers and their institutions

Useful Links

Get Help

© 2024 CRACS & Inesc TEC - All Rights Reserved Privacy Policy | Terms of Service