Real versus spurious long-memory volatility in foreign exchange data : evidence from the rand against the G4 currencies
P. Thupayagale and K. Jefferis
| Year of publication: |
2011
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|---|---|
| Authors: | Thupayagale, P. ; Jefferis, K. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 8637799. - Vol. 35.2011, 2, p. 71-93
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009952278