A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates

Ben Tims, RJ Mahieu

Research output: Contribution to journalArticleAcademicpeer-review

9 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)409-424
Number of pages16
JournalEconometric Reviews
Volume25
Issue number2/3
DOIs
Publication statusPublished - 2006

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