Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Claudio Morana; Andrea Beltratti
| Year of publication: |
2004
|
|---|---|
| Authors: | Morana, Claudio ; Beltratti, Andrea |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 11.2004, 5, p. 629-658
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Strukturbruch | Structural break | USA | United States | Japan | Deutschland | Germany | ARMA-Modell | ARMA model | 1986-1996 |
| 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/10002260298