Work

Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach

Year: 2004

Type: article

Source: Journal of Applied Econometrics

DOI: 10.1002/jae.802

Authors: Albert K. Tsui, Kin‐Yip Ho

Institutions: National University of Singapore, Cornell University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National University of Singapore

OpenAlex ID: W1991962476

FWCI: 0.563

Cites: 8

Cited by: 16

Related to: 10