MODELING THE COHERENCE IN SHORT-RUN NOMINAL EXCHANGE-RATES - A MULTIVARIATE GENERALIZED ARCH MODEL

被引：1672

作者：

BOLLERSLEV, T

机构：

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1990年 / 72卷 / 03期

关键词：

D O I：

10.2307/2109358

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：498 / 505

页数：8

共 36 条

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