Non-linear modeling of daily exchange rate returns, volatility, and 'news' in a small developing economy

Research output: Working paper › Discussion paper

2 Downloads (Pure)

Original language	English
Place of Publication	Kingston upon Thames, U.K.
Publisher	Faculty of Arts and Social Sciences, Kingston University
Number of pages	8
Publication status	Published - Aug 2002
Externally published	Yes

Name	Economics Discussion Paper
Publisher	Faculty of Arts and Social Sciences, Kingston University

Note: Economics discussion paper, 2002/04

Keywords

@techreport{73d3694c4cd84b07b47a5383bdb6b549,

title = "Non-linear modeling of daily exchange rate returns, volatility, and 'news' in a small developing economy",

keywords = "Economics and econometrics",

author = "Sanchez-Fung, \{Jose R.\}",

note = "Note: Economics discussion paper, 2002/04",

year = "2002",

month = aug,

language = "English",

series = "Economics Discussion Paper",

publisher = "Faculty of Arts and Social Sciences, Kingston University",

type = "WorkingPaper",

institution = "Faculty of Arts and Social Sciences, Kingston University",

}

TY - UNPB

T1 - Non-linear modeling of daily exchange rate returns, volatility, and 'news' in a small developing economy

AU - Sanchez-Fung, Jose R.

N1 - Note: Economics discussion paper, 2002/04

PY - 2002/8

Y1 - 2002/8

KW - Economics and econometrics

M3 - Discussion paper

T3 - Economics Discussion Paper

BT - Non-linear modeling of daily exchange rate returns, volatility, and 'news' in a small developing economy

PB - Faculty of Arts and Social Sciences, Kingston University

CY - Kingston upon Thames, U.K.

ER -