Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions

✍ Scribed by Ho-Chyuan Chen; Kuang-Liang Chang; Shih-Ti Yu

• Book ID: 118470048
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 452 KB
• Volume: 24
• Category: Article
• ISSN: 0922-1425
• DOI: 10.1016/j.japwor.2012.06.002