Generalized asymmetric power ARCH modelling of exchange rate volatility

Applied Financial Economics

Volumn 12, Issue 8, 2002, Pages 555-564

  McKenzie, Michael ^a   Mitchell, Heather ^a  

^a RMIT UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; EXCHANGE RATE; STATISTICAL ANALYSIS;

EID: 0036068188     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100010012999     Document Type: Article

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