Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach

Please use this identifier to cite or link to this item: https://doi.org/10.1002/jae.802

Title:	Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach
Authors:	Tsui, A.K. Ho, K.-Y.
Issue Date:	2004
Citation:	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
URI:	http://scholarbank.nus.edu.sg/handle/10635/20045
ISSN:	08837252
DOI:	10.1002/jae.802
Appears in Collections:	Staff Publications

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