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 speechReportAcademic

Original languageUndefined/Unknown
Number of pages33
EditionEconometric Institute 9925/A
Publication statusPublished - 1999

Publication series

SeriesEconometric Institute
Volume9925/A

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