Real versus spurious long-memory volatility in foreign exchange data : evidence from the rand against the G4 currencies
P. Thupayagale and K. Jefferis
| Year of publication: |
2011
|
|---|---|
| Authors: | Thupayagale, Pako ; Jefferis, Keith R. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 35.2011, 2, p. 71-93
|
| Subject: | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Südafrika | South Africa | Währungsmanagement | Foreign exchange management | Volatilität | Volatility | Theorie | Theory |
| 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/10009490904