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On Fitting A Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974- 83

Author

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  • GALLANT, A.R.
  • HSIEH, D.
  • TAUCHEN, G.

Abstract

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Suggested Citation

  • Gallant, A.R. & Hsieh, D. & Tauchen, G., 1988. "On Fitting A Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974- 83," Papers 88-60, Chicago - Graduate School of Business.
    • Handle: RePEc:fth:chicbu:88-60
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    Cited by:

    1. Weigand, Robert A., 1996. "Trading volume and firm size: A test of the information spillover hypothesis," Review of Financial Economics, Elsevier, vol. 5(1), pages 47-58.
    2. Jonathan Manton & Anton Muscatelli & Vikram Krishnamurthy & Stan Hurn, "undated". "Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise," Working Papers 9806, Business School - Economics, University of Glasgow.

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    Keywords

    exchange rate ; evaluation techniques;

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