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wayne Leung

Macquarie University

North Ryde

Sydney, New South Wales 2109

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

54

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0

Scholarly Papers (1)

1.

Towards Decoding Currency Volatilities

Multinational Finance Journal, Vol. 13, No. 1/2, p. 103-134, 2009
Number of pages: 32 Posted: 26 Jun 2015
Dieter Johannes Jüttner and wayne Leung
Macquarie University and Macquarie University
Downloads 54 (1,020,567)

Abstract:

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Exchange rate volatilities; volatility relationships; GARCH modelling