Title of article
Modeling time variation and asymmetry in foreign exchange exposure
Author/Authors
Gregory Koutmos، نويسنده , , Anna D. Martin، نويسنده ,
Pages
14
From page
61
To page
74
Keywords
Asymmetric exposure , Vector GARCH , Time-varying foreign exchange exposure
Journal title
Astroparticle Physics
Record number
230925
Link To Document