A Range-Based Multivariate Model for Exchange Rate Volatility

Ben Tims, RJ Mahieu

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Abstract

In this paper we present a parsimonious multivariate model for exchange rate vol
Original languageUndefined/Unknown
Number of pages33
EditionERIM Report Series Research in Management 2003-022
Publication statusPublished - 2003

Publication series

SeriesERIM Report Series Research in Management
Volume2003-022

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