A Range-Based Multivariate Model for Exchange Rate Volatility

Ben Tims, RJ Mahieu

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Abstract

In this paper we present a parsimonious multivariate model for exchange rate vol

Original language	Undefined/Unknown
Number of pages	33
Edition	ERIM Report Series Research in Management 2003-022
Publication status	Published - 2003

Series	ERIM Report Series Research in Management
Volume	2003-022

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author = "Ben Tims and RJ Mahieu",

year = "2003",

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series = "ERIM Report Series Research in Management",

edition = "ERIM Report Series Research in Management 2003-022",

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TY - BOOK

T1 - A Range-Based Multivariate Model for Exchange Rate Volatility

AU - Tims, Ben

AU - Mahieu, RJ

PY - 2003

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N2 - In this paper we present a parsimonious multivariate model for exchange rate vol

AB - In this paper we present a parsimonious multivariate model for exchange rate vol