Sudden changes in variance and volatility persistence in foreign exchange markets
| Year of publication: |
2003
|
|---|---|
| Authors: | Malik, Farooq |
| Published in: |
Journal of Multinational Financial Management. - Elsevier, ISSN 1042-444X. - Vol. 13.2003, 3, p. 217-230
|
| Publisher: |
Elsevier |