Title of article

European exchange rate volatility dynamics: an empirical investigation

Author/Authors

Ali Khalil Malik، نويسنده ,

Issue Information

دوماهنامه با شماره پیاپی سال 2005

Pages

29

From page

187

To page

215

Keywords

Private information , Volatility , GARCH , Conditional variance , Dummy variables

Journal title

Journal of Empirical Finance

Serial Year

2005

Journal title

Journal of Empirical Finance

Record number

130795