Non-linear modeling of daily exchange rate returns, volatility, and 'news' in a small developing economy
By: Jose R Sanchez Fung.
Contributors: Kingston University. Faculty of Arts and Social Sciences.
Series: Economics discussion paper / Kingston University, Faculty of Arts and Social Sciences -- 04/02
Publisher: Kingston University, Faculty of Arts and Social Sciences
Published: 1999
Place of publication: Kingston upon Thames
Language: eng