Estimating long memory in the mark-dollar exchange rate with high frequency data
Claudio Morana
| Year of publication: |
2006
|
|---|---|
| Authors: | Morana, Claudio |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 6, p. 361-364
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| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation | US-Dollar | US dollar | ARCH-Modell | ARCH model |
| 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/10003397266