The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection

Eric Hillebrand () and Gunther Schnabl ()

Departmental Working Papers from Department of Economics, Louisiana State University

New Economics Papers: this item is included in nep-ets, nep-fin and nep-ifn
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Related works:
Working Paper: The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection (2004)
Working Paper: The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection (2004)
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Persistent link: http://EconPapers.repec.org/RePEc:lsu:lsuwpp:2003-09

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