A range-based multivariate stochastic volatility model for exchange rates

B. Tims, R.J. Mahieu

Research output: Contribution to journalArticleProfessional

8 Citations (Scopus)
111 Downloads (Pure)
Original languageEnglish
Pages (from-to)409-424
Number of pages16
JournalEconometric Reviews
Volume25
Issue number2-3
Publication statusPublished - 2006
Externally publishedYes

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