Change in volatility in the won/U.S. Dollar daily exchange rate: Stochastic volatility model

DOI10.1023/A:1010092722614zbMath1153.91719OpenAlexW118439064MaRDI QIDQ1000505

Jin Soo Lee

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010092722614

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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