Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand
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Publication:5128932
DOI10.1080/02664763.2012.740791OpenAlexW2068038509MaRDI QIDQ5128932
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Publication date: 26 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2012.740791
adaptive filteringstochastic volatilityKalman filterexchange ratesquasi-maximum-likelihood estimation
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