Time-varying comovement of foreign exchange markets: A gls-based time-varying model approach

Mikio Ito, Akihiko Noda, Tatsuma Wada

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Time-varying comovement of foreign exchange markets: A gls-based time-varying model approach'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science