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Long memory in return volatility
Yoon, Gawon - In: Applied economics letters 17 (2010) 4/6, pp. 345-349
Persistent link: https://www.econbiz.de/10003979468
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Further evidence on purchasing power parity over two centuries with multiple changes in persistence
Yoon, Gawon - In: Applied economics letters 15 (2008) 13/15, pp. 1093-1096
Persistent link: https://www.econbiz.de/10003801236
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Nonlinearity in real exchange rates : an approach with disaggregated data and a new linearity test
Yoon, Gawon - In: Applied economics letters 17 (2010) 10/12, pp. 1125-1132
Persistent link: https://www.econbiz.de/10008699256
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Nonlinear mean reversion in real exchange rates : threshold autoregressive models and stochastic unit root processes
Yoon, Gawon - In: Applied economics letters 17 (2010) 7/9, pp. 797-803
Persistent link: https://www.econbiz.de/10003996726