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Modelling volatility in the foreign exchange market with ARCH processes

John P. C. Fell

Publication Data

Title Modelling volatility in the foreign exchange market with ARCH processes
Author John P. C. Fell
Contributor
Publisher Research Department, Central Bank of Ireland
Publication date 1994
Publication location Dublin
Language English

Topics

Ireland

Catalogue Data

OBNB ID GB9512647
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 [5],79p.
P1042 Bibliog.

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Modelling volatility in the foreign exchange market with ARCH processes by John P. C. Fell. Published by Research Department, Central Bank of Ireland in 1994. Publication and catalogue information, links to buy online and reader comments.

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