Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach

B. Pilgram, P. Verhoeven, A.I. Mees, M. Mcaleer

    Research output: Chapter in Book/Conference paperConference paper

    Original languageEnglish
    Title of host publicationInternational Congress on Modelling and Simulation Proceedings:MODSIM99
    EditorsL. Oxley, F. Scrimgeour, M. McAleer
    Place of PublicationWaikato, New Zealand
    PublisherUniversity of Waikato
    Pages441-446
    Volume2
    EditionHamilton, New Zealand
    ISBN (Print)0864229496
    Publication statusPublished - 1999
    EventModelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach - The University of Waikato, Ne
    Duration: 1 Jan 1999 → …

    Conference

    ConferenceModelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach
    Period1/01/99 → …

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