Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements

✍ Scribed by Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-Min

• Book ID: 121372023
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 800 KB
• Volume: 30
• Category: Article
• ISSN: 1059-0560
• DOI: 10.1016/j.iref.2013.10.004