𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Openness and Real Exchange Rate Volatility: In Search of an Explanation

✍ Scribed by Michael Bleaney


Book ID
106488435
Publisher
Springer US
Year
2007
Tongue
English
Weight
165 KB
Volume
19
Category
Article
ISSN
0923-7992

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


An outlier robust GARCH model and foreca
✍ Beum-Jo Park πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 143 KB πŸ‘ 2 views

## Abstract Since volatility is perceived as an explicit measure of risk, financial economists have long been concerned with accurate measures and forecasts of future volatility and, undoubtedly, the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model has been widely used for do