Long memory versus structural breaks in modeling and forecasting realized volatility
Kyongwook Choi, Wei-choun Yu, Eric Zivot
| Year of publication: |
2010
|
|---|---|
| Authors: | Choi, Kyongwook ; Yu, Wei-choun ; Zivot, Eric |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 29.2010, 5, p. 857-875
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Strukturbruch | Structural break | US-Dollar | US dollar | Deutsche Mark | Yen | Prognoseverfahren | Forecasting model | 1986-1999 |
| 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/10003989920