Long memory in volatility in foreign exchange markets : evidence from selected countries in Africa
Saint Kuttu, Joshua Yindenaba Abor, Godfred Amewu
| Year of publication: |
2024
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|---|---|
| Authors: | Kuttu, Saint ; Abor, Joshua Yindenaba ; Amewu, Godfred |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 48.2024, 2, p. 462-482
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| Subject: | Africa | FIEGARCH | Foreign Exchange Market | Long memory | Structural break | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Afrika | Strukturbruch | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Wechselkurs | Exchange rate | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-024-09668-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015097329