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|Title:||Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach|
|Authors:||Tsui, A.K. |
|Source:||Tsui, A.K., Ho, K.-Y. (2004). Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach. Journal of Applied Econometrics 19 (5) : 637-642. ScholarBank@NUS Repository. https://doi.org/10.1002/jae.802|
|Source Title:||Journal of Applied Econometrics|
|Appears in Collections:||Staff Publications|
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