مرکز منطقه ای اطلاع رساني علوم و فناوري - European exchange rate volatility dynamics: an empirical investigation

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 :

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

Link To Document :