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