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

Eric Hillebrand () and Gunther Schnabl ()

Money Macro and Finance (MMF) Research Group Conference 2004 from Money Macro and Finance Research Group

New Economics Papers: this item is included in nep-ets, nep-fin, nep-ifn, nep-mon and nep-sea
Date: 2004-09-17
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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
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