Modelling volatility in the foreign exchange marketwith ARCH processes
By: by John P.C. Fell.
Contributors: Central Bank of Ireland. Research Department.
Series: Technical paper / Central Bank of Ireland -- 5/RT/94; Technical paper (Central Bank of Ireland. Research Department) -- 5/RT/94.
Publisher: Research Department, Central Bank of Ireland
Published: 1994
Place of publication: Dublin
Language: eng
Number of pages: 79
Subjects: Foreign exchange administration -- Mathematical models.
Notes: Includes bibliography (p[75]-79).