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gau
dat
Publication Year:
1998
Ronald Mahieu
;
Peter C. Schotman
An empirical application of stochastic volatility models (replication data)
This paper studies the empirical performance of stochastic volatility models for twenty years of weekly exchange rate data for four major currencies. We concentrate on the...
DOI:10.15456/jae.2022314.0705006825
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gau
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