A FLEXIBLE PARAMETRIC GARCH MODEL WITH AN APPLICATION TO EXCHANGE RATES

Kai-Li Wang, Chris Fawson (), Christopher Barrett and James McDonald

No 28355, Economics Research Institute, ERI Study Papers from Utah State University, Economics Department

Keywords: International Relations/Trade; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 41
Date: 1998
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Journal Article: A flexible parametric GARCH model with an application to exchange rates (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:usuesp:28355

DOI: 10.22004/ag.econ.28355

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