Sudden changes in variance and volatility persistence in Asian foreign exchange markets
Year of publication: |
2010
|
---|---|
Authors: | Kang, Sang Hoon ; Yoon, Seong-min |
Published in: |
The journal of the Korean economy. - Seoul, ISSN 1598-2750, ZDB-ID 2720987-8. - Vol. 11.2010, 1, p. 129-143
|
Subject: | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Asien | Asia | Wechselkurs | Exchange rate |
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