Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach
10.1002/jae.802
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
2011
|
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/20045 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
| id |
sg-nus-scholar.10635-20045 |
|---|---|
| record_format |
dspace |
| spelling |
sg-nus-scholar.10635-200452024-11-11T22:27:56Z Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach Tsui, A.K. Ho, K.-Y. ECONOMICS 10.1002/jae.802 Journal of Applied Econometrics 19 5 637-642 2011-02-24T06:56:00Z 2011-02-24T06:56:00Z 2004 Article 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 08837252 http://scholarbank.nus.edu.sg/handle/10635/20045 000224500700006 Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| description |
10.1002/jae.802 |
| author2 |
ECONOMICS |
| author_facet |
ECONOMICS Tsui, A.K. Ho, K.-Y. |
| format |
Article |
| author |
Tsui, A.K. Ho, K.-Y. |
| spellingShingle |
Tsui, A.K. Ho, K.-Y. Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach |
| author_sort |
Tsui, A.K. |
| title |
Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach |
| title_short |
Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach |
| title_full |
Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach |
| title_fullStr |
Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach |
| title_full_unstemmed |
Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approach |
| title_sort |
conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach |
| publishDate |
2011 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/20045 |
| _version_ |
1821209480713469952 |