Non-linear modeling of daily exchange rate returns, volatility, and 'news' in a small developing economy

Sanchez-Fung, Jose R. (2002) Non-linear modeling of daily exchange rate returns, volatility, and 'news' in a small developing economy. (Discussion Paper) Kingston upon Thames, U.K. : Faculty of Arts and Social Sciences, Kingston University. 8 p. (Economics Discussion Paper)

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Item Type: Monograph (Discussion Paper)
Additional Information: Economics discussion paper, 2002/04
Physical Location: This book is held in stock at Kingston University Library
Research Area: Economics and econometrics
Faculty, School or Research Centre: Faculty of Arts and Social Sciences > School of Economics (until November 2012)
Depositing User: Katrina Clifford
Date Deposited: 22 Oct 2009 13:33
Last Modified: 16 Jul 2012 21:48
URI: http://eprints.kingston.ac.uk/id/eprint/6630

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