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

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

Jin Soo Lee

Publication date: 6 February 2009

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

Mathematics Subject Classification ID

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