Structural change and long memory in volatility : new evidence from daily exchange rates
Year of publication: |
2001
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Authors: | Beine, Michael ; Laurent, Sébastien |
Published in: |
Developments in forecast combination and portfolio choice. - Chichester : Wiley, ISBN 0-471-52165-5. - 2001, p. 145-157
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Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Strukturwandel | Structural change | US-Dollar | US dollar | Devisenmarkt | Foreign exchange market | Schätzung | Estimation |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
Language: | English |
Notes: | In: Development in forecast combination and portfolio choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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