مرکز منطقه ای اطلاع رساني علوم و فناوري - Structural change and long-range dependence in volatility of exchange rates: either, neither or both?

Title of article :

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

Author/Authors :

Claudio Morana، نويسنده , , Andrea Beltratti، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2004

Pages :

From page :

629

To page :

658

Keywords :

Long memory , Structural change , forecasting

Journal title :

Journal of Empirical Finance

Serial Year :

2004

Journal title :

Journal of Empirical Finance

Record number :

130782

Link To Document :