Long-memory and shifts in the unconditional variance in the exchange rate euro, US dollar returns
Lei͏̈la Nouira ...
| Year of publication: |
2004
|
|---|---|
| Authors: | Nouira, Lei͏̈la ; Ahamada, Ibrahim ; Jouini, Jamel ; Nurbel, Alain |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 9, p. 591-594
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| Subject: | Wechselkurs | Exchange rate | US-Dollar | US dollar | Theorie | Theory | Volatilität | Volatility | Euro | Zeitreihenanalyse | Time series analysis | Eurozone | Euro area |
| 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/10002140966