Change in volatility in the won/U.S. Dollar daily exchange rate: Stochastic volatility model (Q1000505)

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Change in volatility in the won/U.S. Dollar daily exchange rate: Stochastic volatility model
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    title
    Change in volatility in the won/U.S. Dollar daily exchange rate: Stochastic volatility model (English)
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    publication date
    6 February 2009
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    author
    Jin Soo Lee
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    Identifiers

    Mathematics Subject Classification ID
    91B74
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    91B84
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    91B28
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    zbMATH DE Number
    5503504
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