Altered band and exchange volatility

Economics of Transition

Volumn 6, Issue 1, 1998, Pages 173-181

  Kočenda, Evžen ^a  

^a CHARLES UNIVERSITY   (Czech Republic)

Author keywords

Currency basket; Exchange rates; Fluctuation band; GARCH; Volatility

Indexed keywords

EID: 11544374412     PISSN: 09670750     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0351.1998.tb00043.x     Document Type: Article

References (11)

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