The conditional heteroscedasticity of the yen–dollar exchange rate (JAE 1998)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Y. K. Tse The conditional heteroscedasticity of the yen–dollar exchange rate JAE 1998 1 49-55 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Albert K. Tsui, Kin-Yip Ho Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach JAE 2004 5 637–642 - - 2 - wide sense (new data) 4 - partially successful - 2 - partly -

References

DOI: - IDEAS: a/jae/japmet/v13y1998i1p49-55.html EconPapers: RePEc:jae:japmet:v:13:y:1998:i:1:p:49-55


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