Artigo
- Título:
- Stochastic Volatility Models for Exchange Rates and Their Estimation Using Quasi-maximum-Likelihood Methods: An Application to the South African Rand
- Autores:
-
M. V. Kulikova
(UTL)
David R. Taylor
(U Cape Town)
- Revista:
-
Journal Of Applied Statistics
- Ano:
- 2013
- Volume:
- 40
- Páginas:
- 495-507
- Códigos JEL:
-
C51 - Model Construction and Estimation
F31 - Foreign Exchange
O19 - International Linkages to Development; Role of International Organizations
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