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, Surrey, U.K. : Faculty of Arts and Social Sciences, Kingston University. 8 p.

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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
ID Code:6630
Deposited By:Katrina Sked
Deposited On:22 Oct 2009 14:33
Last Modified:24 Nov 2009 16:16

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