Modelling volatility in the foreign exchange market with ARCH processes /

Modelling volatility in the foreign exchange market with ARCH processes /

by John P.C. Fell.
Bibliographic Details
Main Creator: Fell, John P. C.
Contributors: Central Bank of Ireland. Research and Publications Department.
Format: Book
Language:English
Published / Created: Dublin : Research Department, Central Bank of Ireland, 1994.
Series:Technical paper (Central Bank of Ireland. Research Department) 5/RT/94
Subjects:
Foreign exchange administration > Mathematical models
Notes:Bibliography.

Physical description: [5], 79 p. : ill. ; 30 cm.

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