THE DYNAMICS OF EXCHANGE-RATE VOLATILITY - A MULTIVARIATE LATENT FACTOR ARCH MODEL

被引：273

作者：

DIEBOLD, FX ^{[1
]}

NERLOVE, M ^{[1
]}

机构：

[1] UNIV PENN,DEPT ECON,PHILADELPHIA,PA 19104

来源：

JOURNAL OF APPLIED ECONOMETRICS | 1989年 / 4卷 / 01期

关键词：

D O I：

10.1002/jae.3950040102

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1 / 21

页数：21

共 52 条

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