Work

Generalized asymmetric power ARCH modelling of exchange rate volatility

Year: 2002

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603100010012999

Authors: Michael McKenzie, Heather Mitchell

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2060628720

FWCI: 3.832

Cites: 58

Cited by: 68

Related to: 10