ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS
International Economic Journal
@article{ART000919166, author={BEUM-JOPARK}, title={ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS}, journal={International Economic Journal}, issn={1016-8737}, year={2002}, volume={17}, number={1}, pages={105-125} }
TY - JOUR AU - BEUM-JOPARK TI - ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS T2 - International Economic Journal JO - International Economic Journal PY - 2002 VL - 17 IS - 1 PB - 한국국제경제학회 SP - 105 EP - 125 SN - 1016-8737 AB - KW - DO - UR - ER -
BEUM-JOPARK. (2002). ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS. International Economic Journal, 17(1), 105-125.
BEUM-JOPARK. 2002, "ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS", International Economic Journal, vol.17, no.1 pp.105-125.
BEUM-JOPARK "ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS" International Economic Journal 17.1 pp.105-125 (2002) : 105.
BEUM-JOPARK. ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS. 2002; 17(1), 105-125.
BEUM-JOPARK. "ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS" International Economic Journal 17, no.1 (2002) : 105-125.
BEUM-JOPARK. ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS. International Economic Journal, 17(1), 105-125.
BEUM-JOPARK. ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS. International Economic Journal. 2002; 17(1) 105-125.
BEUM-JOPARK. ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS. 2002; 17(1), 105-125.
BEUM-JOPARK. "ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS" International Economic Journal 17, no.1 (2002) : 105-125.
ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS
ASYMMETRIC VOLATILITY OF EXCHNGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPROACH FOR TGARCH MODELS
