Monitoring structural change in variance, with an application to European nominal exchange rate volatility

FP (Frédéric) Carsoule, Philip Hans Franses

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

Series	Econometric Institute
Volume	9925/A

Cite this

@book{289700e1fd154f1ea76e3180cc15a878,

title = "Monitoring structural change in variance, with an application to European nominal exchange rate volatility",

author = "Carsoule, {FP (Fr{\'e}d{\'e}ric)} and Franses, {Philip Hans}",

year = "1999",

language = "Undefined/Unknown",

series = "Econometric Institute",

edition = "Econometric Institute 9925/A",

}