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January 1, 1987Journal of Business and Economic Statistics

A Conditional Variance Model for Daily Deviations of an Exchange Rate

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AMAnders MilhøjUniversity of Copenhagen

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Anders Milhøj (1987) studied this question.

synapsesocial.com/papers/6a200a87f35583189204dff3https://doi.org/10.1080/07350015.1987.10509564
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