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Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model

Publication ,  Journal Article
Bollerslev, T
Published in: The Review of Economics and Statistics
August 1990

Duke Scholars

Published In

The Review of Economics and Statistics

DOI

ISSN

0034-6535

Publication Date

August 1990

Volume

72

Issue

3

Start / End Page

498 / 498

Publisher

JSTOR

Related Subject Headings

  • Economics
  • 3802 Econometrics
  • 3801 Applied economics
  • 3502 Banking, finance and investment
  • 1403 Econometrics
  • 1402 Applied Economics
 

Citation

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ICMJE
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Bollerslev, T. (1990). Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model. The Review of Economics and Statistics, 72(3), 498–498. https://doi.org/10.2307/2109358
Bollerslev, Tim. “Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model.” The Review of Economics and Statistics 72, no. 3 (August 1990): 498–498. https://doi.org/10.2307/2109358.
Bollerslev T. Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model. The Review of Economics and Statistics. 1990 Aug;72(3):498–498.
Bollerslev, Tim. “Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model.” The Review of Economics and Statistics, vol. 72, no. 3, JSTOR, Aug. 1990, pp. 498–498. Crossref, doi:10.2307/2109358.
Bollerslev T. Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model. The Review of Economics and Statistics. JSTOR; 1990 Aug;72(3):498–498.
Journal cover image

Published In

The Review of Economics and Statistics

DOI

ISSN

0034-6535

Publication Date

August 1990

Volume

72

Issue

3

Start / End Page

498 / 498

Publisher

JSTOR

Related Subject Headings

  • Economics
  • 3802 Econometrics
  • 3801 Applied economics
  • 3502 Banking, finance and investment
  • 1403 Econometrics
  • 1402 Applied Economics