The dynamics of exchange rate volatility: A multivariate latent factor ARCH model
- 1 January 1989
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 4 (1) , 1-21
- https://doi.org/10.1002/jae.3950040102
Abstract
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This publication has 36 references indexed in Scilit:
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