Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis
Young Wook Han
| Year of publication: |
2014
|
|---|---|
| Authors: | Han, Young Wook |
| Published in: |
Journal of East Asian economic integration. - Seoul : Korea Institute for International Economic Policy, ISSN 2234-8867, ZDB-ID 2728863-8. - Vol. 18.2014, 1, p. 3-27
|
| Subject: | Daily Foreign Exchange Rate | Financial Crisis | Long Memory Volatility Dependency | FIGARCH Model | Local Whittle Method | Temporal Aggregation | Volatilität | Volatility | Finanzkrise | Financial crisis | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Währungskrise | Currency crisis | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010347752