Long-memory and heterogeneous in high frequency pacific-basin exchange rate volatility
David G. McMillan; Alan E.H. Speight
| Year of publication: |
2006
|
|---|---|
| Authors: | McMillan, David G. ; Speight, Alan E. H. |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 12.2005, 3, p. 199-226
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Asiatisch-pazifischer Raum | Asia-Pacific region |
| 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/10003407435