ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005.
| Autor: | Xinhong Lu1 xinhonglu155@hotmail.com, Kawai, Ken-Ichi2 klkawai@nm.beppu-u.ac.jp, Maekawa, Koichi3 kc-mae@hue.ac.jp |
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| Zdroj: | Asia-Pacific Journal of Operational Research. Apr2010, Vol. 27 Issue 2, p287-300. 14p. |
| Databáze: | Business Source Ultimate |
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