Structural Breaks and Long Memory Property in Korean Won Exchange Rates : Adaptive FIGARCH Model
Year of publication: |
2013
|
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Authors: | Han, Young Wook |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Südkorea | South Korea | Strukturbruch | Structural break | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Südkoreanisch | South Korean | Währung | Currency |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of East Asian Economic Integration, Vol. 15, No. 2, Summer 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2011 erstellt |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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