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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Official URL: http://dx.doi.org/10.1080/1350485032000050635
| 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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