The predictability of Asian exchange rates: Evidence from Kalman filter and ARCH estimations

Journal of Multinational Financial Management

Volumn 7, Issue 3, 1997, Pages 231-252

  Wang, Jian Xin ^a   Wong, Hoi In ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b Coopers and Lybrand ^*  (Singapore)

Author keywords

ARCH models; Forecasting; Foreign exchange rate

Indexed keywords

EID: 0031256520     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-444x(97)00014-5     Document Type: Article

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