Common stochastic volatility trend in European exchange rates

Applied Economics Letters

Volumn 8, Issue 9, 2001, Pages 605-608

  Mcmillan, David G ^a  

^a UNIVERSITY OF ST ANDREWS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 10244277774     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850010023099     Document Type: Article

References (20)

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