The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection

Eric Hillebrand () and Gunther Schnabl

Departmental Working Papers from Department of Economics, Louisiana State University

Date: 2003-09
New Economics Papers: this item is included in nep-ets, nep-fin and nep-ifn
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Citations: View citations in EconPapers (27)

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Related works:
Working Paper: The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection (2004)
Working Paper: The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection (2004)
Working Paper: The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:lsu:lsuwpp:2003-09

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