Daily and monthly seasonality in the mean and variance of the exchange rate
Subtitle: Garch estimates
By: by Laurence S. Copeland and Peijie Wang.
Contributors: Wang, Peijie.
Series: Discussion paper series / University of Stirling, Department of Accountancy and Finance -- no.93/01
Publisher: University of Stirling, Dept. of Accountancy and Finance
Published: 1993
Place of publication: Stirling
Language: eng