MODELING HETEROSCEDASTICITY IN DAILY FOREIGN-EXCHANGE RATES

被引：243

|

作者：

HSIEH, DA

机构：

来源：

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1989年 / 7卷 / 03期

关键词：

D O I：

10.2307/1391528

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：307 / 317

页数：11

相关论文

共 50 条

[1] TESTING FOR NONLINEAR DEPENDENCE IN DAILY FOREIGN-EXCHANGE RATES
HSIEH, DA
[J]. JOURNAL OF BUSINESS, 1989, 62 (03): : 339 - 368
[2] THE BEHAVIOR OF FOREIGN-EXCHANGE RATES
CALDERONROSSELL, JR
BENHORIM, M
[J]. JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 1982, 13 (02) : 99 - 111
[3] THE STATISTICAL PROPERTIES OF DAILY FOREIGN-EXCHANGE RATES - 1974-1983
HSIEH, DA
[J]. JOURNAL OF INTERNATIONAL ECONOMICS, 1988, 24 (1-2) : 129 - 145
[4] THE BEHAVIOR OF FOREIGN-EXCHANGE RATES - COMMENT
SO, JC
[J]. JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 1986, 17 (03) : 165 - 175
[5] LONG MEMORY IN FOREIGN-EXCHANGE RATES
CHEUNG, YW
[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1993, 11 (01) : 93 - 101
[6] FOREIGN-EXCHANGE RATES AND JOURNAL PRICING
STRAUCH, B
STRAUCH, K
[J]. LIBRARY ACQUISITIONS-PRACTICE AND THEORY, 1989, 13 (04): : 417 - 422
[7] EMPIRICAL PROPERTIES OF FOREIGN-EXCHANGE RATES
ROGALSKI, RJ
VINSO, JD
[J]. JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 1978, 9 (02) : 69 - 79
[8] THE BEHAVIOR OF FOREIGN-EXCHANGE RATES - REPLY
CALDERONROSSELL, JR
BENHORIM, M
[J]. JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 1986, 17 (03) : 177 - 180
[9] STABILITY OF PREDICTORS AND THE FORECASTING OF FOREIGN-EXCHANGE RATES
KHOURY, SJ
[J]. JOURNAL OF BUSINESS RESEARCH, 1986, 14 (01) : 37 - 46
[10] FORECASTING FOREIGN-EXCHANGE RATES - A PEDAGOGICAL NOTE
DUFEY, G
MIRUS, R
[J]. COLUMBIA JOURNAL OF WORLD BUSINESS, 1981, 16 (02): : 53 - 61

← 1 2 3 4 5 →