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

Sanchez-Fung, Jose R. (2003) Non-linear modelling of daily exchange rate returns, volatility, and 'news' in a small developing economy. Applied Economics Letters, 10(4), pp. 247-250. ISSN (print) 1350-4851

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Item Type: Article
Uncontrolled Keywords: Dominican Republic, GARCH , autoregressive conditional heteroscedasticity
Research Area: Economics and econometrics
Faculty, School or Research Centre: Faculty of Arts and Social Sciences > School of Economics (until November 2012)
Depositing User: Cheryl Clark
Date Deposited: 03 May 2007
Last Modified: 17 Jan 2012 16:13
URI: http://eprints.kingston.ac.uk/id/eprint/741

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