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

  • Jose R. Sanchez-Fung

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)247-250
JournalApplied Economics Letters
Volume10
Issue number4
DOIs
Publication statusPublished - Mar 2003
Externally publishedYes

Keywords

  • Dominican Republic
  • GARCH
  • autoregressive conditional heteroscedasticity
  • Economics and econometrics

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