Time varying/sign switching risk perception on foreign exchange markets
Gallo, Giampiero M. and Pacini, Barbara
Time varying/sign switching risk perception on foreign exchange markets J4767 1998 - 1998 - 241-259 V. 3 Issue. 3
Finance and Economics
Exchange rates;Risk premium;GARCH M;Semiparametric estimation;Technical analysis;
Time varying/sign switching risk perception on foreign exchange markets J4767 1998 - 1998 - 241-259 V. 3 Issue. 3
Finance and Economics
Exchange rates;Risk premium;GARCH M;Semiparametric estimation;Technical analysis;