Modelling exchange rate volatility with random level shifts
Li, Ye; Perron, Pierre; Xu, Jiawen
- 期刊名称Applied Economics
- 作者Li, Ye; Perron, Pierre; Xu, Jiawen
- 印刷ISSN0003-6846
- 电子ISSN1466-4283
- 文件大小1269.51KB
- 发表时间2016-11-07
- DOI10.1080/00036846.2016.1243214
- 页码1-11