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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=230925
