Long memory volatility dependency, temporal aggregation and the Korean currency crisis: the role of a high frequency Korean won (KRW)-US dollar ($) exchange rate
| Year of publication: |
2005
|
|---|---|
| Authors: | Han, Young Wook |
| Published in: |
Japan and the World Economy. - Elsevier, ISSN 0922-1425. - Vol. 17.2005, 1, p. 97-109
|
| Publisher: |
Elsevier |