Structural change and long-range dependence in volatility of exchange rates: either, neither or both?

✍ Scribed by Claudio Morana; Andrea Beltratti

• Book ID: 116641514
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 848 KB
• Volume: 11
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/j.jempfin.2003.03.002