Structural change and long-range dependence in volatility of exchange rates: either, neither or both?
Year of publication: |
2004
|
---|---|
Authors: | Morana, Claudio ; Beltratti, Andrea |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 11.2004, 5, p. 629-658
|
Saved in:
Saved in favorites
Similar items by person
-
Does the stock market affect income distribution? : some empirical evidence for the US
Beltratti, Andrea, (2007)
-
Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio, (2006)
-
International house prices and macroeconomic fluctuations
Beltratti, Andrea, (2010)
- More ...