Long memory and volatility dynamics in the US dollar exchange rate
Guglielmo Maria Caporale; Luis Gil-Alana
| Year of publication: |
2012
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 16.2012, 1/2, p. 105-136
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| Subject: | Fractional integration | Long memory | Exchange rates | Volatility | USA | United States | Japan | Wechselkurs | Exchange rate | Volatilität | Zeitreihenanalyse | Time series analysis | US-Dollar | US dollar | Schätzung | Estimation | Kapitaleinkommen | Capital income | EU-Staaten | EU countries |
| 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/10010257552