A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets
- 30 September 1990
- journal article
- Published by Elsevier BV in Journal of International Money and Finance
- Vol. 9 (3), 309-324
- https://doi.org/10.1016/0261-5606(90)90012-o
Abstract
No abstract availableKeywords
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